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Does Wulfrik and his Marauders work against an Army with gunline (e.g. Empire army - 2250 pts - with 2 Steam Tanks and 2 Cannons) or should I use another strategy ? Any hint please ?
He is kind of hit or miss, I tend to use a Daemonic Prince to fly across the board to destroy cannons.
If you get stuck waiting around for him, yes, he can really be a pain. Usually, I run him in a regiment of 11 Marauders armed with Flails and marked with Khorne. The regiment doesn't always do the best when dealing with guns because sometimes the enemy will keep skirmishers near his guns for just such an occasion. Of course, this regiment can easily blow through those skirmishers, but they might pull you off target. Landing on the flank, you can easily roll up the entire gunline. Landing behind them, you'll probably crack right through and then find yourself being shot down- not fun.
I've used him to pound on individual warmachines, or against armies who don't have the ability to easily put regiments behind their guns (dwarves, TK with the CoS, Skaven). The DPs or a Disc Lord can get the job done, but putting your resources against something as meaningless as a cannon crew or small gun regiment is rather wasteful.
CaptainSarathai and ChaosWarrior2010, thanks guys for your promptly reply.
I agree with you, however, I was avoiding to use a Deamon Prince or the Exlathed on the Disc directly moving towards the warmachines due to the risk of suffering at least a first blast, because I consider 2 Steam Tanks and 2 Cannons as really heavy fire. I believe the chances of being eliminated before reaching the target are high in this case. Of course I can use some protection by terrains.
As you commented, using the Wulfrik and waiting for the chance to deploy him (depending on the deice roll) could be bad also.
These things (Steam Tanks) are really tough and hard to kill ! (10 W, generating steams points, Unbreakable and causing Fear - if I remember well).