Perhaps this is already a well-known tactic but after having played WotC for a few days now I've stumbled across something I find very useful for dealing with the sometimes overwhelming amount of enemies that can appear at once between Lost swarms, the Chosen and Advent all at once.

Characters with an infinite ammo sidearm such as Snipers (pistol) or the Templar (autopistol) combined with the Between the Eyes order provided by the Reaper faction (which makes every hit on the Lost an instant kill regardless of damage) makes for a great Lost sweeper-upper.

I'm still not far into the campaign (still tier 1 weapons and armour and 4 squad slots) but just now I was able to alpha down the Assassin with two soldiers, then wipe most of the 18 or so Lost off the map with the Templar alone leaving one soldier left to clean up.

Let me know if this works for you or if you already knew about this tip, or share your own strategies!