Admit it, you've done it too.
I've unfortunately done it twice. First time, I manage to hit it dead center through both sensors with a 9mm. Needless to say it didn't survive. Heck of a way to learn to stop jerking the dang trigger.
After that I built a stand for the chrono to sit in and put a 1/2" thick AR500 steel plate in front of it. It's angled downwards so any bullet fragments will be directed down away from the chrono, but not back at me. I still shot that one too though. I clipped one of the rods that holds the sunshade with a 357 mag. It hit exactly where the two rods join together to make one long rod, and sent the top one flying. I found it about 15 yards away twisted to heck but still intact. A little straightening with a vise and some duct tape got the chrono going again in short order.