I play dwarfs, so i know whats iritate me
Play some chameleons

lore of death - purple sun, og go to take their leadership down
Lore of metal... that´s work good against dwarf.. with their good armor saves. lore of heaven and the comet, if you havde both the comet and purple sun, he need to dispell both, thats even hard for a dwarf

But plenty chameleons and skink skrigmisher

Stegadons are just canon feed, big massiv unit is primary target for grudge thrower, so small unit will be the best i think, and shoot again!
Lore of fire can be good too, big ass fireball will do well against a warmachine, sadly you have nothing to use the flamecage for :/
You can also run a big unit of sarus, and lore of life and give them some thougness and hope they will cross the board...
if you want big units ill go for a skroxigor unit, with lots of skinks, like 3 kroxigors and 42 skinks, you will losse so much before you get to him, and sadly he can take out the kroxigors with grudge thrower and canons, cause they don´t have look out sir....
Meller