The key?
No gunline is ever,
ever going to remove combat from the game entirely. So plan ahead for when the enemy gets crackin' with the knackin'.
Undead in particular are a pain, as early on, it's pretty realistic they can replace casualties as fast you can cause them. and you don't have so much as a glimmer of panicking anything off the board. Gobbos, yeah not so much
Use your shooting as efficiently as possible. Take out the support units first and foremost. Even if you don't wipe them out, it's perfectly possible to see such units reduced beyond the point of usefulness and impact.
Use your shooting to knock off ranks here and there, rather than go for the wipe out. If you have the option, always upgrade with shields. Take Dark Elf Repeater Crossbows. They are a bit pricey with shield, but then you end up with a very competent combat unit (just as good as Bleakswords, or whatever they're called these days) equipped with quite possibly the best infantry based ranged weapon in the game.
Like or not, Warhammer is won or lost in the combat phase. Even Magic, dirty as it can be, won't alone carry the day in the majority of your games!