+1 to this.
Nobody has killed my Obedient Wretch in our group yet, but if they did, I think I'd suddenly find myself very lost.
Also, if you start to see multiple rats in close proximity to each other, it IS worth it to kill a couple of them. That goes doubly if you see 4 next to each other, it means I'm a single activation away from a Rat King, if you have ANYTHING at all that can kill even a single rat with this activation, DO IT!
Some people seem to have the mindset of "It's only a 2pt rat, I don't want to waste a good activation on a rat", but if you don't, I get a free 8 point model (possibly multiple). Rats are easy to kill and ignoring them will hurt more later.
As far as Killjoy, my opponents that have successfully dealt with him have done one of two things. Either surround my models when they kill them so there is no room to even summon Killjoy, or have a sacrificial model kill the thing that I'm obviously intending to summon Killjoy from, with a bunch of super-killy stuff nearby ready to focus on Killjoy hard.
Most opponents who play the first few rounds with Killjoy in mind, and make dealing with him a large part of their plans, seem to have little problem with him, easily removing a huge chunk of my crew.
Oh, and with the exception of the handful of killy figures I bring (Killjoy, Baby Kade, Johan), my thematic stuff grinds to a halt when it has to try and kill something with Armor.