According to the Cambridge Dictionary, be short (of/on something) means to be lacking something.
Some of the examples use of or on to indicate what you are short of, but in the third and fourth examples, the thing that you lack appears before short:
The bill comes to £85, but we're £15 short.
I'm a little short
This demonstrates that it's OK to say something like
We are a few players short.
The other version, using of, is also correct.
The following sentence is ambiguous: the first part works, but it's not clear what the part following to is supposed to mean- "in order to", "if we are going to"...
We are short of a few players to beat the other team
The next sentence seems like a contradiction: "a few players" doesn't quite go with "invincible". If you made it hypothetical and just one player, it might work:
We are maybe one player short of being invincible.
Note that, when the thing that you are lacking appears before short
, you can put of
and use something to describe what you would have if you weren't lacking, for example:
We're a few players short of a team
There are quite a few ways to suggest that somebody is not very bright using this format:
He's a few pennies short of a shilling - 12 pennies used to be one shilling
He's a few cans short of a six-pack