I just tried some of the blackpowder projectiles... Uh Bullets, they work on the smaller ones, just shoot as close to the head or the heart as you can.
The big ones... You have to climb inside, it's not the easiest thing in the world. That big red beam, it vaporizes anyone it touches, unless you have top of the line armor, and even then it hurts like hell, and leaves you just shy of bleeding to death.