muppetz540:

“There’s nothing magical about it. They’re made of flesh and blood. You take out their heart you bring down the beast.”

This is really more a question of “How hard are Dragon scales?” And that’s rather tough to say.
Arguably anything capable of piercing the dragon’s scales is capable of killing it. I.E. Most Armor Piercing Rounds. 
.50API, Tungsten Carbide Cores, SLAP ammo, Depleted Uranium.

White phosphorous I have some doubts about seeing as dragons literally breath fire. It leads me to believe they retain some level of resistance to high heat. What that exact temperature threshold is, is debatable. 

Thermobaric warheads could possibly work. The argument there would stem from it being a high temp “concussive” rather than “penetrative”. Compounding scales could spread out the blast and be overall less effective than a point target. Unless the warheads were all shaped charges.