Shriekers only respawn if you play on Hardmode. If you have a high impact sniper (1000yrd, Eirren) it takes roughly 2-3 shots. Lock on rockets are good too as is Sleeper Simulate. When I run as a Hunter, I snipe the first one. Shoot a tether (black hole) at the floor and then take out the second. As a Blade dancer. Snipe the first, jump and rocket the second, pop Blade dancer and invis asap. Gunslinger, just gun the shriekers and haul ass. Thrall are on constant respawn. You can try to wipe em out and get a brief second of space, but really, you just gotta go in fast and get out quickly.