Combat Engineers were used for a variety of roles including bridge construction, explosives deployment, map-making and camouflage. They often wielded .30 or .50 caliber machine guns, anti-tank rocket and grenade launchers. One particular achievement in WW2 was when Combat Engineers breached the heavily fortified Siegfried Line protecting the German border.
Try to use two Combat Engineers to destroy one wall. That way, if one Combat Engineer dies before it can destroy a wall, the second wall Combat Engineer can destroy the wall since it used the first Combat Engineer as a distraction.
If a base has multiple compartments, it is suggested to bring many Combat Engineers to break them.