Um, actually, not how Marionettes work.

They're as invulnerable to mundane weaponry as Dolls while the Puppeteer is in them, and even then when something hurts them, well... Dead Heart Shooter crushed nearly every bone in the one Marionette's body and since it wasn't instantly lethal she healed.

They inherit the healing and invulnerability to mundane weapons that Puppeteers possess.