We discussed this at a Playtest Packet meeting. Yes, you can Shatter Natural Armor, and it works the same was as Shattering Indestructible or Arcane Armor, including being able to be refit with 60 seconds of Focus.
I will half agree? Obviously a Skeleton isn't going to break off of combat to go "fix its ribcage" (or whatever), but I would say that if you leave it alone and it does nothing else for a few minutes it would start to regenerate its Natural Armor; it's mindless, but also a supernatural thing that could theoretically regenerate some kind of rigid outer bone layer while idle.
Or be instructed to do so by a controlling individual