Shedim are pushovers when fighting them with skilled armored warriors. Guys were armored in iron and won out with few casualties - imagine steel or candy!
From what I understood of the lore about the shedim, there's various castes. They're all super aggressive, but they're not all super dangerous. The danger comes from their numbers and the fact that sooner or later you're getting some of their strong castes... which top out scary strong. Additionally, some of the upper units can change the fight in interesting ways.
Quotes from shedim lore file:
"Currants are fast, weak melee units, functioning as scouts and chaser units. Vibrants are slower, but stronger fighters, forming the bulk of the shedim's fighting force...Discordants are frail, small...can weaken enemies with a number of ranged abilities. Two vibrants might be easily outmatched by a skilled fighter, but a vibrant and discordant together will usually overwhelm all but the strongest units...There exist three other castes of even greater size and power than the ah tel, but such castes are not frequently found...Ah koras are walking tanks, with extremely thick bones and hide, and can suck up almost as much punishment as an entire pack can deal...ah kirals bombard their enemies with brutal ranged attacks of acids and poisons created within their bodies...ah haleels are monstrous creatures that rival megabeasts in strength. They fight with two envenomed stingers, and are over ten times the size of a dwarf"
In practice, most of the dangerous castes aren't very dangerous.
The ranged units are just like any other archer, except they don't run out of ammo.
The wallarm's (ah kora iirc) arm doesn't do anything special, as mentioned before.
The megabeast-sized ones go down as easily as minotaurs or giants (admittedly they're megabeasts, but has anyone ever had a serious military that feared giants?).
By the way- how about giving scouts some sort of dizzying/pain/nausea etc. syndrome explosion on death or something? Your soldiers kill them and are slightly disoriented, making the incoming hordes noticeably more dangerous.