Destroy other nearby units with the tanks and GIs. If any conscripts remain, take them out with Tanya. Continue through the base using Tanya to detonate buildings and kill conscripts. Support her with the grizzly tanks and the GIs. Snag the power-up crates near the warehouse.
Sentry guns offer some of the toughest opposition.
Use the grizzly tanks against the sentry guns. Don't use Tanya or the GIs - the sentry guns are very powerful. The mission ends in success once all Soviet supply base structures and units are destroyed.