It is hard to see shielded enemies sometimes as depending on the enemy there is only a faint red glow and a somewhat non-noticeable shield break animation that gets lost in the chaos of the fights. Slayers are often shielded. This will 100% be unlocked through normal play.
You just have to break 10 shields, kills are not even required. To make this easier, I've created a map with ~15 shielded enemies - play on ultra-easy and shoot a rocket at the group over and over until you break their shields. If somehow it doesn't unlock in 1 run, finish the level by moving to the corner with the Ore and repeat.
The level can be found in the community workshop by searching my username or any of the words in the name of the map, "Shield Breaker Achievement"