Here is my tactic.
1 :: Candy Veins have a 6x6 Tube that you need to be cautious of. This is that of the wall around said tube. So chipping at the walls that could not contain said tube is the best bit, in other words the one tile strings and the large clomps of 2x2 areas. Anything that could have enough space for a 2x2 tube behind it that isn't accessable via a diagonal path already is safe to mine. But be warned there is chances of 2 or more 6x6 danger zones overlayed over the vein.
2 :: Outfit 2 or more Axe Legion of 10 Dwarves, they need to be well trained in Axes and Shields to the fullmost, Shield for blocking firebolts and axes for cutting off parts, last I checked Axes have mainly slash attacks, slash has chance to dismember and thus, armless deamons (if they have limbs) Hentai Deamons would be a little more difficult. Then what is needed is 4 Legions of 5 squads of MM, I choose 5 because this will allow for an easier to control firing line over the 10, when a dwarf is shooting while standing onto of another dwarf, they don't perform as well. They need to be equipped with the basic of gear, as they will not be on the front line, they will need 1000 bolts each dwarf. 500 for the first Breach, and more coming in by Dumping into hell when a foothold is captured...
3 :: To capture a Foothold three things will be needed. 1: The army naturally. 2: A Command Bunker on the top of the Vein, this bunker is where the Dwarves will first hold off at the vein, there will be needed three things for this but that will be explained better later. And finally 3: The Breach Bunker. The Breach Bunker is actually located on the Roof to Hell, captured at the first Tube to Hell, building this will need to be fast and quick, so thus at the Command bunker will need enough Blocks (cut stone for easier storage and transportation) and many Legendary Miners to construct it as quickly as possible.
The Command Bunker is this. Find the top of the Vein, Dig above by 2 zs so that you can then rebuild a dome around it with Hand built walls, make sure that the only thing inside the dome is the vein at this time.
Inside the Dome build 4 watch rooms which are two stories high, the second story above the last tile of the vein, build them so that they are on different points over looking the planned breach point. Directly infront of your BP, prepare a simple room in which a Raised Bridge will be the only thing between the room and the BP, make it wide, inside this room set up other single tile raised bridges in a staggered formation. Inside this room behind these staggered bridges is your AxeDwarves. They will wait till the Deamons break down the bridge between them and the BP.
Inside your watch towers you set up your MM squads, behind them is enough Bolts for 200 each...
Prepare a long tunnel on the opposite side of the breach point in which you can bring in your Sacrifice or Speedy Miner. This miner's job is to remove the wall and bug out as fast as possible. Do this by having another tile that he can dig ready for him when he is done with the Vein that no other miner can get to (or turn off all other), he will mine then dash to his new job, when he exits the tunnel he should be safe and a Mason can put up the wall.
Unless the Deamons can fly you should be good, as they will take alot of bolts before they reach the bridge which they will breakdown releasing your own version of a Deamon Rush as your Axedwarves decend out and assist in the fight.
If all goes well, you should be able to clear out this wave.
Rebuild your Axedwarf Bridgewall and bring back your axedwarves behind it, leave it down so that when you remove a wall in the back of your Axeroom and bring in the Masons carrying their Blocks, they now need to go as quickly as possible to start setting up the Breach Bunker. if they are threatened call them back to a Burrow with an alert and the Axedwarves forward infront of them, hopefully your masons will make it back out of the Axe Room and able to reseal it while your axes defend and MM shoot. Keep rotating in more Axe Legions each wave. Soon you will be able to build the Breach Bunker.
The bunker is attached to the roof with stairs and a smallish room to start with, when the room is compleate fill with Bolts and then set up your MM inside the room, have some Legendary Engravers turn those walls into fortifications, your MM can then shoot down out of it...
While this is being done, prepare a funnel through your room to pump a Magma and Water pipe to make your own Helltube which you can then carve out of the Obsidian into hell...