Man, that part sure was a bitch 'til I figured it out.
First of all you want to have the Freezer-3000 gun at level 12 or higher, then go buy the anti-recoil attachment (it'll make both sniping and close-firing a lot easier), and the Hyper Blaze war-dagger at level 16 or so.
The procedure is as follows; first, you have to corner one of 'em (use the switches in the walls for that), use the Zero Shift device to teleport behind it while it's flying, cut out it's wings with a razor kick, and then change the fire mode of the Freezer (I could swear I heard that name before...) to use piercing ammo. Shoot them at it's weak point, right below it's abdomen, for massive damage and it'll get all dizzy, RUSH at it, then carefully aim your Blaze (that one sounds familiar too... :? ) at the wound; the resulting abrupt change in it's body temperature will break it's exo-skeleton.
Finally, change weapons IN REAL TIME to your Insect-o-blaster and fill it with lead 'n lazorz ARGH!! If you miss-time your rush or your aiming is off it'll counterattack and regenerate; if you see this happening, just do a barrell roll and you'll be alright.
Fly like a butterfly, then sting like a bee!
And I can't seem to find the last amulet either, that bastard's pretty well hidden. Anyone here knows? It isn't in GameFAQs!! ;_;