Have you read Bolty's High Level Warrior Guide (not the original location, sadly)? In short:

- Use monster AI rules to lure them to you.
- Use Teleport to close with them, then an edged weapon of Speed to attack them, so that they are stunlocked and cannot flee.
- Use Stone Curse to hold them until you get in range. This is very expensive, but it's easier to master than Teleport.
- Keep your To-Hit up. If you miss a blow, the monster will recover and run away. You want to be sure that once you hit it, it never gets a chance to move away.

All that said, yes, melee fighters have a worse time with ranged attackers and, for some people, there just isn't a fun way to deal with it.