Personally I've been really digging the Panzershreck Recon and AT infantry.
Moreover there also a single PaK 40 available in Phase A.
The PaK 36 may seems weak but you have to take in account that the 5 AP is at 1000m, then you get +1AP for each 100m closer which mean a PaK 36 can pierce any Phase A tanks but the Churchill AVRE and Crocodile from 600m (then you are nearly at HEAT range). For these last two I prefer to let them enter my line, try to eliminate whatever recon/support they have and close the line behind them. If they stay back I put my troops in hiding behind bushes or in forest until they move somewhere else or finally advance.
The Henschel 129 can also do wonder but he's really vulnerable to fighters, so I prefer to use it against forward vehicles rather than going for tanks too far, which may led my plane to be countered by quicker Spitfire/P51.
As of my few games, i've only really been surprised once by a Command Stuart that happily entered the building blocks where my Grenadiers, Command Inf. and cannon fodd- I mean Ersaztruppen were and then happily proceeded to stun and wreck them in a few seconds, without any PzFaust/HHL3 used by my Grenadiers and Command Inf.
There I probably fuc**d up somewhere.