A delectable chrismas classic - Now with mayhem!
The wide wicked world is a very dangerous place, especially for not-quite so big leeches who wish nothing so much as to be left out of thing such as wars, and wizards, and spells.
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