Malifaux can be a pretty brutal game for most new players, and it takes a LOT of repetition and trying things over and over again and in different ways to start seeing the patterns and combinations needed to succeed. I've found success with my (admittedly limited) pool of Gremlins with most schemes in one form or another, but there's not specific advice I can give. Gremlins lean very, very, very heavily on reading the board and reacting accordingly, more so than most factions in my experience.
As to why you're having issues killing Peacekeepers... well, that's just a rough matchup. They will tend to slaughter Gremlins, but they'll slaughter many things. If you're facing more than one at a time in a single game, though, then your opponent is cheating, as to the best of my knowledge they're a Rare 1 model. Regardless of that, however, the best thing you can probably do is keep throwing cheap, expendable models at it to slow it down while you go about your business elsewhere. Piglets, Stuffed Piglets, Bayou Gremlins, that like. Yes, they'll die fast, but they'll keep the Peacekeeper from closing down on you as ably and keep their massive killing power at bay. Being able to essentially take an 11-stone model out of the game like that is a massive blow to your opponent, and since it's only defense 4 you can still whittle it down steadily even with Armor +2 and HtK.