Can bomb tokens deal damage to Baron Nashor?

No — a Bomb token's Deathknell can't pick Baron Nashor.

The Bomb's death trigger reads "Deal 2 to an enemy unit here," which means the Bomb's controller selects a specific unit, and choosing counts as targeting (Rule 355.10.d / 355.7). Baron's "I can't be chosen by enemy spells and abilities" (Rule 757) blocks that, and per FAQ #11818/#12919 that protection covers triggered and activated abilities just as much as spells. So the trigger still goes on the chain and resolves normally — it just has to damage a different enemy unit there, or none if he's the only one.

Two side notes: it has to be an enemy unit from the Bomb's controller's perspective, so if you control both Baron and the Bomb it was never a legal pick anyway. And Baron isn't immune to damage in general — effects that hit a battlefield or "all enemy units there" without choosing (e.g. Bullet Time) still hit him; the Bomb simply isn't one of those.