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At the end of the GWX manual there are some illustrations on evasion. Lower your aspect ratio and cruise directly away from where they make their turn towards you. This, of course, gets a lot harder when there are more escorts. However, on a good note, the escorts must keep up with the convoy, which gives them a limited amount of time to prosecute you. The only hard part is when you attack a Bogue ASW group. The escorts have no place to go and will attack you for quite some time. In this case fire at the extreme range of your torpedoes. Using the 1st generation of electric torpedo(I forgot what's the name) will only give you a range of 3km. You have to do some mathematics or guesswork, say the Bogue is travelling 12knots, and its range is some 3.8km, will allow time for the target to reach the extreme range of your torpedoes. With the 2nd generation, 5km range electric torpedoes, evasion gets somewhat easier, and the steam torpedoes have an extreme range of 7km, making life as pleasant as a flowery meadow. But I only use electrics for the stealth.
Also, if you have the Falke torpedo loaded in the stern tube, you can fire off a shot at the escort that's closest to you, as it begins to come looking for you and you may sink him making life a little easier.
Be aggressive, but not crazy.

Edit: as mentioned above, go to silent running and keep your aspect ratio small. Also, make course away from where ships are sunk, or Clear Datum away from the convoy and its course. Sometimes traversing the entire width of a convoy will mess up their sonar, due to all on the traffic. As you play you'll begin to understand their ASW tactics, for example, escorts on the far side of the convoy will generally not come looking for you, giving you a safe path to freedom.