One is embarrassed to have to explain this again.
Your basic Mark I-WB (Worker Bee) alien has very few hadrons and leptons, is more of an EMF being, very light, able to travel vast distances with little onboard power. Buckshot to them is like neutrino's to a conventional Earth being - passes through without being noticed.
Crop circles are created utilizing EMF more than waffle-stompers, as they have a terrible time "picking 'em up and putting 'em down", as it's called.
Where humans get into trouble is trying to envision aliens as being made of the same "stuff" as are we. They are not, are far more ethereal and not subject to the limitations that more mass involves.
Geez. Buckshot against an alien! There isn't much funnier.
Arf