Last time I encountered any, my very limited arsenal meant the only option was to Push them away, and letting my opponent deal with 'em instead.
Knowing the upcoming campaign will feature both the Genie and the Haunted Houses, I'll be bringing along the good ol' Enchant Weapon spell. Most magical missiles should work fine though, and although the ethereal units may be able to walk through walls, they won't draw line of sight through them and the Wall spell could be used to simply block them from you, if the circumstances make that feasible.
A few Explosive Cocktails are also a reasonably cheap way to get some magical attacks in, albeit not the most reliable one.