Thor is much more durable than WWH.
Healing Capabilities-
And, how do we know anything about his healing abilities?
How often has he walked around, injured, after a serious fight?
I can only remember 1 time, (not including the period where he could not heal and then fought the Midgard Serpent).
Godly Anatomy-
Thor is not human. He is not even a mutated human, like the Hulk.
Whether you want to say he is an actual "God", or an alien, or something from another dimension, it might not be correct to label him with human frailties.
To Kill Thor-
So, how do we know the bullets would kill him, even if he just stood there and took it? How many times has Thor died? What has it taken to kill him in the past?
We know that Hulk is constantly getting torn completely apart, fried flayed, gutted, etc. Things that would have killed him MANY times over, if he didn't have a healing factor.
The same cannot be said for Thor, yet he has fought at the same level and higher.
Adamantium Bullets-
What is the most terrible damage he has sustained, and lived? How many times have you seen his skin pierced? Would the adamantium bullets have enough speed/power to get through his skin, even if the adamantium is much stronger than his skin? Did they each have a "monomolecular edge", as Logan's claws supposedly are?
Controlling the Elements-
Thor has shown, over and over, that it does not take any concentration or inactivity from him to keep his weather effects going.
He starts em up and lets em rip, while he goes on about his business.
And, I believe he has also unleashed other natural forces as well.
He could easily do something that would keep the majority of an attack force very, very busy.
I can go on and on...