I've killed at LEAST 5 champion enemies in normal and hard and they never show up on the bounty board.
Also I think shotguns should be a bit more powerful against them. Since it only counts as one bullet it only ever takes off 10 armor or so, even point blank at their head. You're better off just spraying every champion with full auto or fast tap fire, which is disappointing since shotguns are really fun in this mod.