Orders or Isara 1 are a good way. I personally did Alicia with orders.
edit:
finished all the challenges. Now only the Blue Flame DLC and a peek at the Ex Skirmishes. Then I am truly finished. Clocking in on Steam on 69 hours, while my game count shows 40 :,D Putting the few hours aside that I lost with my savestat, I still used a lot of time to restart missions to fix my mistakes.
Prioritize killing the Gatling on the left with Edelweiss and killing the tank on the right with a lancer. Use the Shamrock to begin attacking the tank in front. After that, proceed to run and hide all your units behind debris and buildings. The shocktroopers that are on the stairs do not come down and attack you.
This is the mission where it really drove home that you do NOT need to deploy maximum number of troops every time it gives you the option. I think I started with 3/4 foot soldiers.
After some tries I managed to beat it. I only went through the right. Very cool mission.