Use the Death Knight Removal spell that the wand gives that character, rather than attacking with the wand itself; that should work on all of them.
If you approach slowly, you can get close enough to use the Death Knight Removal spell without triggering combat (there is only a step or two difference, though). When you get close to the 2 pillars with the lit coal baskets, trigger the Death Knight Removal spell, check the 15m range circle and move accordingly (Far Out Man doesn't help in this case, so not having it doesn't matter).
There is no cooldown on the spell, just a 4AP cost. Cast Haste on the character before getting close enough to trigger combat, if available (if not, Zandalor may do so after combat starts). That may make the difference between using the spell 2 times or 3, which can be significant for the next turn.
Move your other character up and summon something, if possible, to attract some or all of the attacks that could otherwise be directed at the character with the wand. Nobody else has to do damage. Whoever has the wand should pretty much be doing all of the damage, killing at least 2 or 3 death knights per turn. If you can use the Death Knight Bane spell on one and then focus attacks to kill it, then fine, but don't let that detract from covering the character with the wand.
Alternately, have the character with the wand pass it to the next character in the combat turn order before their turn is over. It will cost some AP to equip, and there will be less defences that way, but as long as the character with the wand doesn't get CCed, that will end the fight faster.
Surfaces can also help: ice or oil can slow them down if they need to move, and they may use more AP than they need to going around fire, etc.
If particular Death Knights seem biased towards the character with the wand, or use a lot of CC, try to target them first the next time, if you need to reload.
