Currently, I'm going for a +3 catch. I had a few ideas before, mostly along the lines of Special Material, common (+2) and Difficult Research (+1).
I didn't plan for any particular "power source", so to speak, that would make the character as he is. Simple, ol' fashioned Marvel-esque "government experiment". I.E., likely some chemical formula, gene manipulation, maybe a bit of magic tossed in... but with the goal of making him strong against supernatural threats. So, a weakness that's easily perceivable by those he would be fighting is out (such as Sight to see metaphysical signs, or sensing said signs, etc). So I was thinking of something that could be accomplished more by a mundane character, but isn't something that you'd think of quickly. So, it could be a direct Catch, in that only mortals can wound him, but that seems a bit broad. So perhaps something vaguely technological, that most supernatural beings wouldn't think of. So far, all I've come up with is one of several rare or unusual metals, or the suggestion of a direct 'anti-superhuman' formula, which probably wouldn't net a +3 due to its obscurity and rarity.