Yeah as soon as you see it try go cap the rest of the map, ignore it. They want to fight around and near it, not be drawn away. You will have numbers advantage thanks to the cost of the FHQ.
At the same time bombard the building with a mortar.
That's all dandy and fine on paper, but on some maps (Semois, Kharkov) you can't really go someplace else, since the FHQ will be ideally located to cut you off or to force you into an engagement.
Regular mortars just don't deal enough dps in order to take out a fhq defended by a soviet mortar so if you don't get the MHT you're gonna be outgunned and will loose so much map control that the FHQ will have paid off, even if you manage to avoid manpower loses.