Literally no types of elemental or physical damage effects them at all. They immune to everything. I've been playing Kirby all my life and I know these things has never been killed by any Kirby forms. Fire, Ice, Tornada,Bomb,etc.
They fly off screen but there's no proof that they die off screen. They die from self destruct though but there will be wave after waves of Gordos attacking everyone and exploding everywhere. That's why I said an army of Gordos instead of just one.