Don't be put off by the doll crew. I agree with basically everything ukrocky said. My first game with Collodi I hated it because I had no idea how he should work. After my second game I have been thoroughly impressed by his speed and power.
In essence Collodi's power comes from having incredible speed and enough actions in a single activation (group of activations really) to put down any model in the game. They gang-bang a single model until that model is not there. That is in short how the doll crew operates now. The means to avoid this...? well it is hard to avoid right away.
My advice is this:
1. Don't spread out. No model is too tough for the dolls to take down in one turn. I've used my entire deck in melee attacks in a single turn before.
2. Aim all of your attacks at the marionettes. They are the key to Collodi's movement. Once he is slow he stops being effective.
3. Anything with blasts or pulses is gold. You ignore that high defense of marionettes as well as ignoring hard to wound. It doesn't take much to kill a doll.
4. At the moment Collodi's escape route, usually an extra marionette hanging in the back, is the marionette's Pull Strings ability. Pull Strings is a move, not a push. So Collodi is forced to disengage. If one of your models is getting clobbered by dolls and you see one sweet little marionette cackling in the distance, keep a high card to cheat against collodi's disengage move.
lastly for those who want to try collodi. I have recently been playing with Zoraida as the master. This is a good matchup with the dolls. I haven't been summoning wicked dolls, instead I keep obeying difficult models away from their group of friends. Then let the dolls sick'em. Also she is a puppet master so your wicked dolls can escape to her if need be. She also has the best ability to pair with the doll party, her first spell is easy to cast and stops your target from cheating his defense flips. This is the only time my dolls ever really got severe damage on an opponent. Wait til they draw very low and then cheat very high.
I think Collodi has a powerful crew and can see where people get frustrated by it. But it has it's weaknesses.