If you really need him to have some sort of defensive power, then I'd say Nul's Hammer would be swell for him. It will keep him having Running Shot all the way through, a default +2 to his already solid attack values, and grant him Willpower, allowing you to keep up pressure without bringing harm to him in the process.

Or, you can use Angrir's Hammer to give him Toughness for SOME damage reduction, as well as Regen/Steal Energy in case he gets too weak or gets based and has to make some desperate decisions. But with his Pog making, he really should be hiding out or popping a pog, and then running out and blasting people in the face while his pog runs interference, making Nul's hammer the better idea.

He is great paired with IIM Death's Head, but I would happily trade his energy explosion for barrier.

If you want barrier, just grab one of the old IC versions and pretend it's a flame construct. Instant 8-range barrier!

I finally played a Brotherhood team with this guy, and he was definitely the MVP! Well, technically the Flame Construct was the MVP, but you can't have those without Pyro.
Aside from his Construct making skills, he's a formidable attacker on his own. This guy is a must for taking down the human oppressors.

How many Flame Constructs has anyone had on the map at one time? Is he allowed to place more than one in a game?

no i cant his power says that he can only make one if there are none on the map.