The Weapon level Toughness seems like a clever and realistic way to go, I like that Idea.
If you really prefer some more supernatural catch though, espcially in light of Haru's point, there are options:
-Obviously, if your shapeshifting is somehow rooted in Fairyland, you could have an Iron Catch, but I personally hate that one since it's every-bloody-where.
-PJ's norse connection is an interesting one, but making the catch Bludgeoning damage strikes me as a painfully debilitating Catch, and one that doesnt feel right to me; it's the same sort of protection a chain shirt gives you, which is miles away from Bear-hide imo.
-Running with the Norse connection, you could spin it to relate to Baldur somehow, and use his Catch of weapon's made of Mistletoe.
-A more vague Natural vs Supernatural theme could declare that only natural weapons (teeth, claws, etc) bypass the toughness, which could fit any mythology with a nature connection, from Native American to Vanir, to a more tangential Fae style.
-Then of course you can always go with something more exotic for the catch, Kryptonite style, but that would be more story specific.