There is no need to say it every single time, because it is obvious in most cases. Sanji is a normal human -> you can shot him. If he blocks it then it means he used haki. As simple as that.
The more important question here is why do you think DJ makes his body harder for what ever reason? You say there is no ''prove'' that he used haki to block the bullets, but you think that DJ, which never has shown an effect of ''hardening'', is the reason why he blocked the bullets?