They're a lot stronger than humans, but really only a bit thicker boned. They have the same innards and can be killed with the same weapons. Hit one in the heart with a 9mm and it's pretty much like hitting a human in the heart; it will die. Maybe it will take a bit longer to die, but it will die nonetheless. The problem being that they're so strong and so fast, they can do a lot of damage in the time between the hit part and the dead part.
BTW: when I saw the thread title I thought you were referring to my handloads!