Headshots will kill them without exploding. One body shot should set them off. Do not hit them with your bat. But you can use your bat/weapon to nudge them if they get too close.
If you have no ammo, best go hunting for some.
yeah, I lost 2 survivors to them. First was a 5+ hour survivor, with all my weapons(85 kills) I was just running away and I exploded and died, I didnt even see it.
2nd survivor trying to retrieve my loot. I kill my infected survivor and another gas tank zombie, I go to behead it, as it is 2nd nature now. Aim for the head, swing, and boom!
I just stared at the screen for a few minutes.....I hadn't looted my previous survivor. At least I still have my bow.