My first few Deathclaw raids were pretty annoying, but I've found more success lately by reacting to them differently than I do Raider attacks or infestations. Normally I keep two guards stationed at the door with my best weapons and armor and move them around to respond to attacks or anything that moves on to another room. With Deathclaws I realized that it almost feels like they were designed to circumvent that tactic - to run through the rooms quickly to cause as much devestation as possible. They're almost more like a natural disaster (almost reminds of the tornados and such in Sim City actually) than a regular attack.
Now I focus more on damage control and picking up the pieces afterwards than trying to retaliate against them. I don't move people around to different rooms to respond to their attacks (because that's almost an exercise in futility,) and instead try to keep people from dying by administering Stimpaks when needed. If I don't try to hurry too much I can usually keep most of my dwellers alive - even if my unarmed dwellers are only doing 1 point of damage, they will eventually kill all the Deathclaws. And then it's just a matter of going back and reviving anyone who has died that I want to keep around.
Some times that has lead to me sitting around with corpses in my production rooms draining my happiness but this is the sort of game that rewards patience - honestly, I'll just them sit there rotting until I've saved up enough money for them (which of course can be awhile if they were high level.) It's also come in handy for population control and getting rid of unnecessary dwellers at times.