I'm not sure how a stun only playstyle and not losing hands fit together, stunning is extremely risky. However, I'm not here to judge, I'm here to get sky piracy out of my system. 
Actually its not all that risky, and due to hands being universally poor at firing accuracy for some time which makes shots fly all over the place... its much more effective.
Also I swear the Harpoon gun is less accurate than it suggests it is, if it can hit a bush inbetween you and somebody it seems it will try to even if you have over 100 accuracy.
Remember your ladies are mutants, they have at least 20 armor all around and after awhile they get to be strong as hell. (40, 50, 60 strength). Starter melee weapons end up doing im gonna estimate at least 50 damage maybe 70 for an axe. And if you want to kill things the chainsaw and hammer are just outrageous (and will destroy scenery)
Was fighting against Sky Ninjas, and in a pogrom with Raiders. The freaks were taking so many shotgun blasts to faze, they were emptying their magazines firing back (stop shooting the blunderbuss ammo im about to steal from you!!!). But I send in a melee lady with a Saber and it only takes 2 melee hits topps.
I find that actually running up to somebody has
little chance of provoking reaction fire, I dunno maybe they've already exhausted their TUs. I literally run right up on somebody and hit them alot of times. Though moving around in their periphery vision seems to reduce the chances too, yes you can run up on somebody from the front flank.
Maneuver units in close so they can run in and hit. Use the Buddy system and have your best melee% units going in for the hits you're most worried about. If one of them cant get the job done, the other probably will. Even the trader and academy people in armor only take like 3 melee hits and they're down.
If you get "close enough" to charge in, you can run (hold CTRL) in the rest of the distance and still be able to use most of your TU to hit with melee (3-5 hits, maybe 7 hits if its a fast weapon like a stun baton). Melee weapons are cheeeap on TUs, except for the Cattle Prod which costs 20 - but its worth it.
If you take somebody down with one or two hits and have lots of TU left, dont just stand there... and
do not advance. Instead retreat to cover, shut a door behind you or something. You want to make enemies burn their TUs trying to get to you so they cant just walk around a corner and use those TUs to empty their magazine.
Then there's the Ooops! Factor... just like when you come around a corner not expecting a guy and find somebody staring at you and your TUs are gone. They dont have enough TU to fire so they run away 4-5 tiles (now you can rush out and hit them an enormous number of times
In The Back, and if your buddy is nearby add another 5 hits)
Always use cover, and you can even use Trees to try to block shots as you approach, though they dont block as much as id think they could. Have spotters note where guys are, do not have the guy who Sees somebody Engage them, always use somebody else unless they're right up in your face.
Before you know it almost all the enemies have Zzz floating above their body. You can also take away any weapons they've got so they dont pick them up if they wake up. If you want somebody dead (like ratmen) just pull out a gun and shoot them on the ground, maybe with their own weapon.
The Hands usually have more than enough health to absorb firepower without dying, but it usually means they end up in the infirmary for a long time. If a lady gets badly injured just switch another Hand in her place, dont sack her - because she has accumulated experience/skills. If you've got another base, send her there and then rotate her back when she's healed if she's got good skills.
Getting Chainmail means even shotguns* aren't going to threaten hands, or at worst only going to make them injured. Ive had people shoot my ladies like 6 or 8 times point blank (crap automatic guns) and do No damage, then I smash their face in.
Always end turns having the unit Facing the direction you think a local enemy unit is going to approach from.
Someone said recently a Temple Raid wasn't easy-peasy if you're just using muskets and daggers, but I can take it on pretty well. I just use Handles and Ropes. The back door is the key to it, and also getting people to scatter from the front side so that you can nail them as they get farther away from the building. The Priest is the hardest part, ironically the guys in the back with the shotguns usually stay up on the stage and you can come up the stairs and hit them from behind.
There's just waaay too much money to be made from ransoming the captured guys to be killing them left and right. Sharp Guys are worth 40,000 and even lower goons are worth ~20,000
each. Its not even worth it to rob them back at base because any junk you got from them will pile up from other things like personal computers.
Desert Missions and Night Missions are the hardest (aside from underwater, which I wont talk about). No cover and having to fill up a hand slot with a Magna-Lite are a challenge, but at least if you want to stun somebody the Magna-Lite is almost as good as a Handle (I ran missions for 5 months using Magna-Lites as my main stun equipment).
The reticulan missions are hard but, if you can get Hands anywhere close to the ship, any aliens in the ship are usually easy pickings - go up the lift and cattleprod everybody. Its easy to sidestep to be flanking or behind somebody from the lift. I usually throw Boom Fruits at any of them that get away from the ship. But reticulans are less worthy of being captured so I usually just slaughter them. The Clockwork Gun is effective even at a distance with fire teams because 2 hits usually does them in. The fact that the reticulan ufos usually land in the desert compounds their difficulty.
