With Eldar/Tau? Easiest way are allies. Ally in any unit with a power fist or similar S8+ attack that ignores armor saves, and he'll die quickly in close combat. Just keep that unit close to your most valuable troops.
The Eldar also have Wraithlords and Fire Prisms. Although you still have to worry about 'look out sir', both these units can kill his retinue without too much trouble. The Tau, however, have nothing I can think of in their army, besides simply shooting them to death when they appear, to the best of your ability.
That's really what it comes down to: ally in some close combat focused units, or use units that can effectively kill his unit. When it dies, no more 'look out sir' rolls.
The first casualty of war is neither innocence nor truth.
The first casualty of war is always subtlety.