Sending Baptiste in the melee and then launching grenade on it is quite a common tactic (Baptiste is immune to fire).

The swashbuckler is a really good unit, very versatile and a high def.
Dopplesöldners are also very effective unit, their protection is very useful against a lot of damage source.
But sure, there's no "autowin button". You have to think carefully all your move, all your fight, more than the demons, for example. But I really don't think it's a weak army. It's even the most effective against Immortals (because of shooting).