How the heck do I deal with Advent Stun Lancers?

They're super tanky, always seemingly manage to stay out of range of my squad's overwatch. The next turn, they seemingly are able to sprint across the map into range of my squad, stun one of them, then survive to the next round where they knock out another squad member into submission. If I get a successful flashbang, they default to their weapons with (somehow godly accuracy) and take down more of my men. I've been restarting missions at least 43 times now, just because of 1 Advent Stun Lancer, and this is on Legendary, so I'd like to know, what's the best way to deal with an Advent Stun Lancer, especially on Legendary difficulty?