His invulnerability is really based on his aura, which probably prevents things traveling at high speed from puncturing. My guess is that the aura protects him with an almost equal and opposite reaction (almost is to prevent people from getting killed by the ricochet) to prevent him from getting hurt by bullets. As such, he may or may not feel it. He can probably consciously allow things inside his aura so he can feel just like anyone else. Hmm.
That could make for an interesting storyline. He lets a Lois clone inside his aura just before they're about to make love and she plants some poison patch on him and he dies a terrible, painful death. He'll get better, though.
