You could take a look at how phaser debug works: https://github.com/photonstorm/phaser/blob/v2.4.2/src/physics/p2/BodyDebug.js
On line 90 you have the 'draw' function that shows you how phaser draw the shapes.
If you take a look at the last part of the function you can have a way to get the verts of the polygons of each shape:
verts = ;
vrot = p2.vec2.create();
for (j = _j = 0, _ref1 = child.vertices.length; 0 <= _ref1 ? _j < _ref1 : _j > _ref1; j = 0 <= _ref1 ? ++_j : --_j)
v = child.vertices[j];
p2.vec2.rotate(vrot, v, angle);
verts.push([(vrot + offset) * this.ppu, -(vrot + offset) * this.ppu]);
this.drawConvex(sprite, verts, child.triangles, lineColor, color, lw, this.settings.debugPolygons, [offset * this.ppu, -offset * this.ppu]);
So what you can do is, on click event, get the X and Y of the click and then, create a polygon for each shape (modifying the code from above) and for each polygon, check if it contains the position of the click.