Blockalot T. is a knight. but he's a special boss. You can't damage him with your bullets... BUT you can shoot at exploding creatures (Bart Dart Mines) that pop out of the ground sometimes. when you reduce one of the creature's health to 0, they will send an explosive dart towards the knight, and crack his armor. you need to repeat this proccess about 5 times and You'll be able to damage Blockalot.
