Warhammer 40k-style Void Shields
A void shield is an energy shield that shunts things of suitable energy/mass trying to penetrate the shield into an alternate dimension (the warp, for 40k, hyperspace or N-space or wherever in your universe) but only as long as the power lasts.
So your gallant heroes arrive at Evil Facility X. They are each equipped with a personal void shield. Lets say for ease that this shield is molded to either their bodies or specialized clothing. Now a void shield is variable. It can be cranked up to stop a nuclear blast but permit a bullet to pass through, or cranked down so it could stop a bullet but allow a knife, or allow a knife but stop molecules drifting through. Or even be a barrier impenetrable to any level of penetration. But the catch is, it only works until the battery dies. And the energy level of whatever is passing through correlates to the drain on the power.
So if a void shield gets hit by a bullet which imparts X force, or 50 knife blows that also equal X force, the battery is drained the same. It then becomes a balancing act. Do I hope my body armor/skill is enough to protect me from low-energy attacks, and save my void shield for rockets only? Do I set it for bullets, just in case? Or maybe even lower, so that pesky flamethrower can't roast me? If the Evil Mooks are all armed with the same type of weapon, or weapons at the same energy level, it's a no-brainer. BUT if your enemy is attacking you with a whole host of weapons you have to cover ALL those impacts. Sure you LOOK invulnerable at first, but eventually your void shield can't handle any more damage and you die.
"But why aren't all the mooks armed with rocket launchers?" you ask. For the same reason modern troops aren't all armed with rocket launchers. It's inefficient. Sure YOUR strike team has the Best and Greatest void shields. But Rival Evil Scientist's ninja strike team only has mediocre ones. They'll stop a bullet or two then wear out, so a three-round burst from a submachine gun'll put paid to them. Cheaper, less mess, and the Mooks don't have to lug rocket launchers everywhere As to flamethrowers, they're less likely to blow out a wall, and are great for shield-draining as they cover a wider area of the void shield than a single bullet, and have the advantage of being able to shoot around corners!
If you wanted you could even impart some sort of "diminishing" effect to your void shield. So instead of totally absorbing a bullet it could instead absorb a certain amount of its mass or energy. With the right setting instead of killing you a bullet would instead only scratch you. Not as efficient as total blockage, but also uses less battery so your void shield stays active longer.