Don't use them. in 8th edition all cavalry have been seriously handicapped, and you would be better off putting those points into other units like Saurus or even Temple guard. Stegadons act as a decent hammer, but you should usually take two otherwise one of them will attract all of your opponents shooting and it willd ie before it reaches the enemy.
If you are hell bent on using CoC then I suggest you throw a tooled-up Scar-Vet in the unit and keep them on your flank and try to avoid engaging your opponent unless it is a flank charge with a Saurus/Temple guard unti fighting from the front. Keep in mind unless you have like 10 models (? Away from books not fure about this #) you will not be able to negate ranks so you are better off with a stegadon instead of CoC.