You can go into the .ini files (though they are pretty annoying to find) in your workshop folder in Steam, and change their weapon's stats manually in "XComLW_AlienPack". I'd recommend changing it to 4 base damage with 1 shredding but you can pick whatever you want.

That Advent Gunner is a lethal b#stard who has earned my respect. Glad the latest patch has 'delayed' him slightly.

I ran into him on my first retaliation mission of that save file. Made my jury-rigged advent mech worthless in a single shot that also shreaded his armour.