In DGSD, Jiumozhi was able to throw a dagger into Xuzhu's body despite the latter's auto-protect function. I'm not sure if we had previously come to a conclusion as to why. I now believe it's because Xuzhu at the time was spending his energy elsewhere. Xuzhu initially tried to capture Jiumozhi's hands, but Jiumozhi changed the delivery of his attack into one of air-projectile. The majority of Xuzhu's internal energy must have concentrated on Jiumozhi's hands, thus not havnig enough power to defend him from the dagger projectile.
I believe that if Xuzhu just stood there, the dagger may not have been able to penetrate his skin. But that's just a speculation.
The reason I think this is that in ROCH, Guo Jing suffered a stab by Ni Moxing. It was stated that after Guo Jing activated his internal energy, Ni Moxing could no longer drive the weapon into Guo Jing's body. But the weapon went in initially because Guo Jing's energy was being spent elsewhere.