I just recently faced them and here is my strategy
<span class='standouttext'>Spoiler : </span><span class='spoiler'>Had my warrior equiped with a crossbow and fire arrows, I approached them slowly and when I found one by the red dot, I fired at it. It came over to me and while I was shooting it with arrows my death knight used elemental strike. The hardest Demonic Knight to face is the one shooting at you with a crossbow, it does tons of damage, more damage than the melee DK's do. I killed it with my bow and used my DK's elemental strike, they all fell very quickly. It is better to take them on one at a time whenever possible unless you have 100 healing potions.</span>