Don't use the cover mechanic against them unless you have no choice. Instead, stay mobile and just walk behind objects. Keep an eye on your team members and make sure they are far away from it. And use anti-armor powers (Warp, Incinerate, Reave, Inferno Grenade, Armor Piercing Ammo, Warp Ammo, Incendiary Ammo) and weapons (Heavy Pistol, Sniper Rifle, and Assault Rifles are also OK).
If you have to use cover, go for high cover. Their shockwave attack can still get you sometimes if your cover is low.
Staying mobile is the key. As long as you keep your distance you can take them down (even if you have to kill them with bug bites)
Another tip: Take out the other enemies around them first (Husks, Abominations, collectors). Scions are slow and not deadly unless you expose yourself to them. But if you concentrate on the Scion and ignore the other enemies, those other guys will likely swarm you.