Good job, TwoGamers!
I myself don't prefer attacking the escorts no matter how many there are. I suggest you conduct a surface attack (it's not quite advantageous attacking underwater because of poor speed and mobility) after sunset and aim for the most valuable targets such as tankers and large merchant first. If they're down, start attacking the small merchants as long as you've eels in the tubes or an escort spots you. Keep pushing till sunrise. If you've a damaged ship lagged behind the convoy finish her with the deck gun then get back to pursue the convoy.
I hope I could help!
P.S. here is where you can download GWX:
http://www.thegreywolves.com/downloads/