Best tactic I have for taking on those bazooka guys is to split your squad and take 1 soldier to take them on. Just keep moving and fire at them. If you have a bazooka as well it's already a little easier to get them since you don't have to get too close.
Later on in the game there's a level in which you've got to zigzag to the top. On almost every corner there's a bazooka guy. Haven't beaten it yet :-).













