If you have two DD's after you, all I can say is run as deep as you can go (I'd say a few meters above the ocean floor, but keep an eye on the depth under you, you can run into shallower waters fast), stay as quiet as you can, and pray. Always keep a low aspect ratio, and watch the destroyer's movements.
If there's a single one, I wouldn't recommend going after it either. My experience with DD's has shown me that if they've seen you, the only way you're going to sink them is with luck. You mentioned that you're in '39, so I think you only have a choice of 2 U-Boats, the Type II, or the Type VII (I believe the Type IX is also avaliable, but depending on renown you have, I'd wager that you're not in one).
If you've got the Type II, sneak away. You dont have enough eels to waste on trying to sink a zig-zagging destroyer, while its attacking you.
If you've got the Type VII, you do have stern torpedos, so attacking is an option, but my advice would be sneaking away.
If I'm just wrong, and you do have a Type IX, I'd say attacking would be your best bet honestly. Its so big that being in shallower waters would be bad. Its still dumb luck if you actually hit it though, as I've found destroyers like to circle above me until they hear me, then DC me.
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