My method is to get ahead of the convoy and then turn straight towards it. When I reach the convoy, I turn my boat back to the way the convoy is headed.
I tend to go at slow speed and in 100+ depth. As long as I´m not detected before reaching the convoy, I´m safe. When inside of the convoy, you can even reload your external tubes (Works best with the VII boats, as they turn better than IX), without troubles from the DD´s.
Good Hunting!