It seems we never really are able to see how vulnerable or invulnerable the Mashins are throughout the series, but it seems that they return to full health if they are in their dimension. But we do recognize they sustain injuries as they are donned by the Magic Knights, only that the Magic Knights also feel the pain... or is it just the Magic Knights that actually receive the wounds?
Are the Mashin immortal, or can they die too? Or is there a certain limit in which they have to return to their beast form if they cross it? Let's hear some theories!