Vampire Knights

[Marrik]

How exactly do I kill them? Fire seems to make them panic, but does it actually kill them? They seem almost impervious to dynamite

[Bananas_Akimbo]

Setting them on fire is reliable but takes ages to kill them. Their healthpool is really big. So besides getting through their thick armour/resistances, you also have to deal a good amount of damage.
Dynamite is too weak. High Explosives are reliable but it still takes several.
No matter the damage type, if the weapon doesn't do tons of damage, don't even bother, unless your agents are able to keep a safe distance at all times.
I don't want to spoil anything by telling you what damage types are best. If you want to know that, you can check the wiki.

So if fire is all you have right now, keep using that while running away and hope, that the vampire knight drops before your sanity does.

[BlackStaff]

... If you want to know that, you can check the wiki.

Please, which one?   
The only link I know hasn't worked for several days... http://thexcomfiles.xyz/     

[Bananas_Akimbo]

Well, in that case you can still access the full ufopedia in-game by starting a New Battle and pressing 'u'.

[Marrik]

I was able to beat them with flare guns, incendiary grenades, and agricultural flamethrowers.

Hitting them with a flare gun or incendiary grenade to make them panic/go berserk so you can get close to them, and then spam flamethrowers. It took several turns of 2-3 people using up all their TU's to repeatedly flamethrower them, but eventually they went down.

[akk1990]

HMGs and miniguns.

Three-four troopers with those bullet hoses can pin down and annihilate them quite easily.

Took down 5 of them in one mission without any of them getting close enough to hit me (tho one ALMOST got into range).