You'll find that you're playing Collodi in "waves". First you move, re-collect your marionettes, go in for your "buzz-saw of doom", re-locate and re-collect your marionettes again and repeat. The best use is to be precise with your marionette kills; to go in, kill and get out whilst you can.
@ Joel: I don't think you can because; you move to disengage, opponent declares to disengage. They hit you and your action ends, therefore, you wouldn't be allowed to move, even if you fling a marionette to defend you. However, if the disengaging strike had effects (damage, poison or whatever) then you may resolve it on a marionette instead.
At least that's how i understand it, although i can imagine fluff wise Collodi would fling one of his marionettes into his enemy's face, the enemy will try to untangle himself from the doll, and Collodi makes a quick getaway.