We have no reason to believe that the Rinnegan itself gives any extra protection against visual genjutsu. It's assumption that since it's an evolved state from the EMS, any genjutsu cast by the lower sharingans will be null and void.
The Six Paths of Pein are nearly genjutsu immune thanks to how they receive chakra, and Nagato can easily snap any path out of it, if needed.
But other than that, the other rinnegan users, Madara, Obito, Nagato (without the paths) can be hit by genjutsu. You'll more than likely have to be a skilled user in the field of genjutsu to hit them, though.