Archon Shiva has some good advice on dealing with Diffuse foes in DF:
Roadblocks: Diffuse Targets
I forwarded it to my players, who often struggle with Diffuse foes.
I have some additional comments, most of which apply to my game. Yours may vary.
This is a great choice for Diffuse foes. But in order to stick to Diffuse foes - and to shatter on them - they need some substance. Throwing a vial at a Toxifier or Skull Spirit might cause 1-2 damage like any other weapon, but it won't shatter and catch the critter with fire.
You can, of course, time your throw with your Scout buddy at a ridiculous penalty and have him shoot it mid-air. It still won't stick to the target if the target is Diffuse because it's semi-corporeal, smokey, or otherwise barely substantial. You can't get napalm to stick to clouds, so don't try.
Get a Wizard
The best choice for Diffuse foes is Explosive spells. A close second are Area damage spells. The issue with Area damage spells is that diffuse creatures can leave the area. Yes, as the article states you can use Knockback to put it back in. Maybe. Not every Diffuse creature is low ST, and it can be tough to do the right amount of damage to knock a target to a specific hex. During abstracted combat, this is basically impossible.
What you really need are high-damage effects that do their damage immediately. Explosive Fireball, Explosive Lightning, Concussion, and the new variations I use - Explosive Acid Ball, for example - are ideal. Expect to need to catch flying Diffuse creatures in the blast, not to impact them directly, for the same reason these spells don't explode on the fringes of Smoke spells - they need something substantial to hit.
I personally allow direct injury spells to do exactly that - directly cause injury. If you're brave enough to Deathtouch a Toxifier or cast Frostbite on an Ooze, it might just work. What spells work on what subjects varies, however.
Non-wizards really need to just hit repeatedly and hope. It can become a slog - Diffuse foes are wizard-vulnerable and there aren't any simple non-magical solutions to them.
Don't get cute
Most of the time Diffuse creatures cause problems, PCs attempt cute solutions. Purify Air spells and Shape Air spells thrown at smokey Diffuse creatures, Whirlwind to "kill" flyers, even Destroy Air and Destroy Water to try and directly kill them. These can have some effect - Whirlwind can keep Flaming Skulls away - but they aren't damage spells. They don't tear apart smokey beings. Much time and FP are wasted trying to discover a new, cheap, irresistable way to deal with Diffuse creatures. Explosions, area spells, cones (which PCs generally don't have), and then just slogging away with weaponry.
If your game is like mine, that clarification might affect your game as well.