The grey talon assassins are a very special group for one reason. They have never been caught. They are impossibly hard to find; many doubt their very existence. Once one has found them, they can be sure the job will be done… for the right price of course.
Rather than making a baddy impossible to hit, consider giving it mega-hit points.
Super hard to hit leads to great player frustration. Allowing them to do damage leads to a sense of accomplishment. another variation of this would be to give the bad guy a forcefield that shows damage.You could also give them a mastermind ability that sluffs the damage of to minions who should be easy to kill.Once in a while a super high to hit encounter is ok ,but it should be few and far between.
Your mileage may vary