I still reckon that a creature made of slime that is capable of controlling every molecule of its being would be invincible.

Originally I came up with King, and he was based on the Goo Demon from the Megaman series of games. He evolved, as all characters do, and has become the mysterious figure he is now. Delta was originally a failed prototype for the X series Slime Demon, and she was yellow, but Red suited her fiery, prankster personality better. Her brother, Caesar, is a recent addition, and he shows up late in the Children storyline. They're virtually invincible, having no 'core' or vulnerability. They can be frozen, but their body still retains a rubbery quality that means they cannot be frozen solid. Delta, when angered, is essentially unstoppable.