Subcutaneous dilatant tissue
Dilatant (or shear-thickening) material is a nifty kind of non-Newtonian fluid that hardens proportionally when shear stress is applied to it. Body armor has been developed on this basis. When you get shot by a bullet, the liquid instantly toughens when it's struck, deflecting the blow. If your creatures had this kind of tissue under (or instead of) their skin, they would deflect projectile weapons including bullets, and blunt weapons, with ease.
A sword-wielding warrior, on the other hand, could attack with a slower, forceful push to part the material without triggering its dilatant properties, and reach the squishy guts inside with the tip of the blade. A katana technique (where the sword is dragged parallel to the enemy) might also work.