All this talk of "oh but there were doors" and "couldn't get a clean shot" - create clean shots by using rockets. I have two per mission, I think, by now... destroy their walls, their cover, their lives and then let the rest of the group pick off what remains.

I used to go into battles with 3x Heavy (all max rank), 2x Sniper, 1x Support. That's nine rockets. Nothing stood in my way at all and whatever the Heavies didn't kill, the Snipers picked off. Was great fun.
Also, yay for Heat Ammo. I now pronounce myself a machine killing machine.