Either this is the story I am thinking of or it is damned close. The story is Sitting Duck, and was published in a short-story collection The 6 Fingers Of Time and Other Stories. I don't remember the author.
The story goes like this: a guy goes on a hunting trip with his father-in-law. They set up in a duck blind and wait. The father-in-law explains that all the decoy equipment they use is only useful to a point, that in every flock there is one smart duck who sees through the illusion, and that's the duck you shoot first, so he doesn't alert the rest. The guy then proceeds to go through a series of experiences which show that aliens are doing something similar (setting up a fake store and shooting the people who shop there from behind a false wall, fake robot people being used to fool them and all) and realizes that he is the smart duck, and the aliens are gunning for him.