>>58272341
It is explicitly stated in all pokedex entries that they're illusions.
The word 'transform' is used once, and the second-half of the same entry says it can fool hundreds of people at once see their illusions. It isn't some freakish flesh change. Zorks operate with visual and auditory illusions.
If you want to get into headcanon territory, their illusions might be good enough to fool other senses like smell or touch.