Here is my Voidwalkers 101. Feel free to add more:
The voidwalker's death screams are the worse. The AoE effect is deadly as it affects all the 50 soldiers dogpiling the voidwalker. Imagine if there are other voidwalkers nearby ready to take on the stunned dwarves...
They are strong and immune to pain. Even two standard voidwalker infantry soldiers is enough to keep almost twice the medium trained soldiers with steel gear busy and at risk, as they are immune to pain and therefore can strike even when they lost two different limbs. Their equipment allows even the most half hearted stike to cripple a nearby soldier.
Their equipment is better, anything short of very well made voidshard equipment, addy and hadrine will fall short. Addy and hadrine is not always a luxury, while voidshard is only mediocre, but renewable.
This is usually if you are careless: void projectors. A hailstorm of their void projectors cut down my infantry in the open field or a distracted army in melee in a corridor... They avoid traps and destroy buildings.
They ambush. So they don't appear till they have already snuck in somewhere, and killed someone.
Another, not a big problem, but a big pet peeve, is their wings. Those useless things will be something else the dwarves can cut off, to no effect. It's something that distracts the dwarves from scoring a lucky head or weapon hand shot. Also, these useless bodyparts clog up the place.
To combat that I suggest:
Pyro zingers. Set the map aflame and smoke an ambush, or an extermination force out. Won't work in mountains, deserts and glaciers.
Checkerboard corridor checkpoints. Place a checkerboard of walls diagonally in a corridor, so their void projectors don't see you until the last second when you stab into them with point stuff.
Diversion animals. Zingers chained in an open field works well. Heck, might not even need chains in future, as Narhiril plans to make them blind. Even if they aren't killed by melee and cause acid or whatever, and are instead shot by void projectors, they are still useful diversions. As a bonus, put a pyro zinger so it sets the map on fire.
Release a cage of sabre tooth tiger, ankylosaurus, dog and megalania horde in front of them in a corridor, then charge your military into them is a good one time use thing, since most animals aren't going to survive.
Shooting them with marksdwarves work. Then their elite ones snipe your marksdwarves through the fortifications and you rage quit and flip the table.
To combat dizzyness, I think a religious unit can buff everyone to stop being dizzy.
Of course, there's also danger rooms for military.
And lots of upright voidshard spear traps connected to a lever. Make them dodge these down a pit, or till they are over exerted. Careful not to let the spears train them into weapon lords! Make sure you use material that can penetrate voidshard, and stop the thing via lever if you see some voidwalkers dodging all of them and becoming stronger.