Thats wierd, I put round after round into them with a panzer and they blow up...

The lower hull of the WW is a panzer lower hull and can take a hit sometimes. Like any of the GVs there are strong points and weak points to hit. Aim where you will hit the weaker points. Others may diasagree but I feel that, from the front, the upper hull of the WW is the aim point to kill it. Hitting it in the lower hull or too near the sides, such as above the tracks seems harder to get a kill. Of course, since WW are not often concerned with hull facing direction, you often get side an rear shots which are fairly easy kills to make.
Or what I have started doing lately, hit the turret with a round, that kills the quad 99 times out of a 100 (or more) then ignore it if there are targets that can kill you, like tanks. When the tanks are all gone, finish off the WW unless it has towered out.