Ok, so this method works for any fast firing ranged character.
Don’t be afraid of these Thralls with their guns and shields.
Position yourself directly beside one of the Thralls, and try to position the body of the Thrall so its body is between you and the other Thrall.
Aim up, stand still to avoid barrel sway, and fire point blank into their tiny heads.
It will be an endless stream of crits.
You will definitely take damage, but it should be survivable if you are quick and accurate enough.
Or just play Montana: he can lumberjack dash one into the other and crit both at the same time if you have the level 6 mutation. 
That mutation would be great if Montana wasn’t the biggest dude in the game and wasn’t fighting for an extra 240 shield instead of bullet penetration on just hail storm
Montana is actually the ultimate character for the method that I described.
Montana is the Double thrall king. If you take penetrative bullets he’s even better. Forget when I’m not him and try to do it with a squishy one and die lol
Ghalt can also hook pull one and crit it to kill them faster.
Though a lot of ranged will actually die quite quickly to them regardless of how fast you take them.
Stun and aim for the head. 
Pfft. I tried the extra shield and it didn’t make a noticeable difference, so I always go for bullet penetration. I use his legendary for the extra health and a health regen item, as well as health regen at level 5 and I do pretty well as long as I keep an eye on my health. For me, the shield is just a bonus because it rarely lasts very long.
Shane boomerang’s these beasts while she can still keep on eye on things.
So, I’m definitely saying Shane is a win win for taking them out.
In my experience Attikus can melt them down really fast as well. It’s a good way to be useful early on when Attikus is still leveling.
The same applies to Boldur, specially on Level 1, when he’s not so good yet. A good way to gain experience and help the team.
El Dragon with stacks and ESPECIALLY with his Ult MELTS Thralls!
Using dragons Ult on thralls seems like a waste.
You do realize as Marquis, you can just laugh at double thralls and enjoy the crits that you’ll be doing since they barely move around right?
Also as Deande, all you have to do is just aim for the head and enjoy killing double thralls with nothing lost except your shield since the life steal you gain from killing the thralls keeps you at full health.