I tested this in my copy just now, by adding a mod that caused them to spawn at the start of the game, and it doesn't seem like they count significantly more than regular zombies. I bombarded the mega zed with artillery until he died, and I got credit for 2 "regular zombie" kills.
I had a tough time with the game until I turned on a few of the options to make it easier. If you can pick your own squads, you can take barricades and the weaponry that you want to use for the achievements. You can still get the achievements even if the difficulty settings are turned down.
I found that it was possible with the barricades to funnel several zombie hordes into one "kill zone" which would make it easier to get them in one go. The mines are probably going to be the worst, as you can't control when they detonate.
Since your squads level up, you may want to wait a bit until you've got some larger infestations to deal with before you attempt these achievements. I heavily preferred the artillery, so I don't have most of the dynamite/mine achievements.