It's fairly easy for hearthguard berzerkers to sit on 3+/4++ with a - 1 to wound aura. So they are pretty hard to shoot. Against a, shooty liste i would try to use my fyrewall to protect most of my heroes. The rest i would try to keep near auric hearthguard which can protect heroes and take the wound on 4+.
It's easier to shoot the Heroes, but not that easy. We have pretty good spell protection near our banner with Nulsidian Icon, ignoring spells on 4+.
As the fyreslayer player i would prefer if you shot my hearthguard.