When first meeting them, approach them cautiously, especially in packs. Try to pick them off one by one.
If you have strong melee allies, let them attack the wraith while you cut off the nearest escape route.
When wraiths flee and cannot be cut off, use ranged attacks to kill them before they can escape.
If a wraith escapes, let it go and try to finish off the rest of the level and descend before it returns. By the time you are ascending with the amulet, it is unlikely that a wraith or two will be enough to stop you.
If you have a dar priestess as a friend or a haste charm, you can use a rapier. Your speed will be equal to wraith’s one, and you will eventually sting it with lunge attacks.