Unit sandwiching and target saturation. Characters that need to be up front & in melee should not be on their own or even in the 'front' so to speak. Instead, have them at the edge of a combat unit or better yet between two of them about 1" back from the front line. The character should never get charged himself, but rather be positioned such that charging the nearby units will pull him into the 3" combat range. Now if the character is a durable one you may want to have him exposed a little more to deflect attacks off the unit, but letting them get surrounded is almost always bad. I use a GUO quite often with a Chaos Talisman for an extra 'save' which makes him a supremely resilient model and I still keep him sandwiched between other units.
Target saturation. If you are running a large number of foot characters (which Khorne often wants to do) then go into a game accepting that most of them will die. The way to mitigate this is to spread your eggs in multiple baskets. Ask yourself which characters seem like priority targets, then put your assets (artifacts and general) on other characters. For example, as Khorne you will have a Bloodsecrator that your enemy wants to kill. But since you're running Gore Pilgrims, you also have two slaughterpriests that the enemy wants to kill. Your general should be a separate character with a protective artifact to make him another priority target with a bit of extra durability. Take yet another hero and kit him out with an offensive artifact so he does a lot of damage, producing yet another target that your enemy needs to kill. Make no mistake, at least two of those will probably be dead in the first half of the game but all of them are capable of being a serious pain for your opponent.
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