Yeah, as I play more with them myself I also find that the times i have trouble is when the unit gets isolated from it's infantry support.
When it is it gets vulnerable to faster tanks getting in close and circling. Even if the monster TD's are well armored they're still no good if they get shot from behind.
So the recipe is to do something about the infantry (artilley comes to mind) and then approaching with a faster unit (panther, pz4, t34) from a covered angle and get in close.
But if you're able to do this you've probably won anyway