The handcuffs snapped around his wrists, but one of the metal bracelets began to melt away into beads of silvery liquid on contact with his skin. The other fell right through his wrist, disturbing his flesh as much as a conjurer’s hand does a wisp of smoke, and that only momentarily.
“Terribly sorry, officers,” he said, brushing a stray bit of metal off his sleeve. “But as you can see, when I said I have immunity, I meant it… no laws you’ve heard about apply to me.”

I saw where you mentioned on Tumblr that you felt not-quite-guilty about posting such a short story, but it definitely works here. Sometimes your story is a vignette, but sometimes it is a punchline. It worked pretty well for Isaac Asimov.
And Alfred Hitchcock’s TV shows and Mystery Magazine.