Yay, someone in the same boat is me (also not played yet, starting with Pandora:)). As I say, I'm also a total newbie so this is just based on skimming the cards and not any gameplay.
One of the project emotions (I think it's Low self confidence) will put a negative flip on the gremlin's Atk, making it easier for them to accidentally shoot each other (see the Whoopsie rule). Best of all, it's a blast so you can get several models at once
Candy's Wail seems a good way of sniping the odd one (then use charm to put harmless back on). Warpigs also have quite a good melee weapon so seem a good choice for Self-loathing.
I can see Kade getting killed quickly unless he chooses his target carefully (ie you shank one gremlin, the others just shoot you...), maybe try and clear a path to Jones with the others and go for the kill with Kade after that.
Jones has pretty low WP for a Master so maybe try getting Dementia off on him early on (he needs to draw a 7 or higher to do anything then).
Trapped in your own nightmare, especially on a more expensive model on a Hog whisperer or WarPig seems very powerful.
Good luck and let us know how it goes =)