The wording is a little vague in the Look out Sir rules where it says "can roll" and is "permitted to roll" for template attacks, but it clearly states a character "cannot be hit" by a firer using Ballistic Skill if 5 or more rank and file are there to take the hit for him. Those 5 wounds go to the unit.
Regardless- lose the 5 point "henchmen" every time without even thinking twice about putting at risk your 100+ hero, even if he sports a killer AS and a WS to boot. Let the poor troop die; his is serving his purpose.