How much should you worry about a gunline? For example: if an Empire player puts a unit of 10 x-bowmen at the front-and-center of their deployment zone, that easily covers most of a 4x4' table, barring terrain (even at the back of their dz they'll have range on the front of your deployment, and most of the rest of the board). Does a LM player set up already screening, meaning whatever you're protecting starts 2" further back, or do you just line up, hope you get the first turn, and move as far as you can from deploying on turn one? Do you go out of your way to utilize whatever terrain you can to block LOS?
This gives a somewhat contradicting image. A gunline is 40+ shots + war machines + shooting fast cav, not 10 xbowmen. Against only 10 xbows I wouldn't bother with a screen. 10 shots / turn will do 1 wound per turn on long range, 1.66 on short range, which is pretty harmless. Your CoCs might need screening, as 1 wound in the cav is a much bigger deal as they are fairly useless if they get reduced to 3 or less, kroxior is a fairly soft target aswell. I only bother with screening if there are enought shooting to really threaten my rank and file, or to screen the soft targets. You dont need to deploy 2" back either, you can stand as close as you want to your own models, 25mm would suffice.
also, the EotG bubble helps aswells as lore of life when a slann prezent. screening is the only other options with the possibility of erradon/chameleon herrasment on the gunline. troops that shoot aren't really usefull in close combat and usually don't get a rank bonus, so against a static CR 2 a unit of 3 terradons + 1 chief would do well. chameleons in soft cover modify the gunlines dice by -3 so thats another options as shooting units don't have much armor barring dwarves