You take saves against the glacing/penetrating hits, not just the shots (Hit -> Wound/pen -> Save)
so the order of operations is:
Roll to hit, if you hit
Roll a D3
Roll this many haywire rolls
opponent takes one save per glancing or penetrating hit (so he makes up to 3 saves)
Sadistic space elves on drugs using poisoned whips and flying around in Jabba the Hutt slave barges... What's not to like?