they are nigh unkillable unless you are a dwarf and lucky. the real problem in killing them is their nigh invincibility. they will dodge nearly everything you throw. however, a martial trance nearly removes this obstacle. i murdered at least 10 of them one night. as soon as they sprung on me, i hit a martial trance. walked through them like they weren't there with my axe.
Are you playing "clear" DF? I'm asking because they are a lot easier to deal with in genesis mod (at least from my pov).
The main problem in "clear" version is that, while weapons are more powerful, the tissues are a lot more "pain immue"/spill a lot less blood. In order to cause somebody to pass out from pain you have to basically break/cut out basically almost every part of the body, including internal organs. Also, blood loss is very small even from piercing heart, lung, or brain; so small that the creature can "heal" the bleeding during the battle. (It basically never happened for me that somebody died due to blood loss before I killed them). This, coupled with usually crazy high dodging makes boogeyman, like cikulisu said, almost unkillable - even occasional lucky shot doesn't seem to bother them at all, even if it is bone crush of internal organ pierce.
On the contrary, for example, in genesis cutting off one arm, crushing bone from one leg and cutting off one finger from the other arm was enough to make boogeyman pass out from pain & die to blood loss. Also, blood loss and the amount of pain have some crazy high values for key internal organs, so a piercing strike to a heart (for example) means basically "game over" for you (or your enemy), unlike the "clear" version, where a pierce to a heart doesn't seem to have any big effect on effectiveness of a enemy.