Sacrifice a soldier if need be, and concentrate your fire on the Roswell-grey alien itself rather than the soldiers they’re reanimating.
But felling one is easier said than done: they’re stuffed with hit points and waste no time in exploiting the low will of your rookies, scuppering your plans with panic and mind control. The good news is that you won’t have trouble finding any: they start appearing in the very first fights of the campaign (and now stand upright, so they’re not tricky to spot). Unlocking the sequel’s de facto wizard class is rather more straightforward – though it’s a considerable investment.