If you like engie, and are playing defensively, over setting up a gun on a push map, learn to be very very careful of corners. Especially ones that allow an enemy player the use of height (demo) or distance. (soldier more so, but demo can too) An unwatched gun, or one that is level 3, but no one is around, can be taken out by the pyro without the getting close. (You can airblast sg rockets) Demo is my most played class (at 143 hours) soldier and engie both near enough (about 116 and 107)
Soldiers you have by now seen the dart and fire, usually a medic with them. Also seen is the edge cling and the fire where the gun won't target, as its aiming at a part behind the wall. The demo, you can sticky it, but because of the ramping up of damage, its not usually the best idea, or you need about 4-6 to get it. (compared to 2-3) So most will grenade it, as said above, thats where the height factors in, a demo (some do this, some dont) can easily roll the grenades to the sg out of the line of fire by a high arc, or drop sticky or two, then start this, once the 2nd or 3rd hits, they det the stickies.
The biggest advantage i can offer for dealing with a demo, is count the grenades. Big factor, 12 shots, and its bottle time, the grenades, are at four, and by george, i love them. Also a big factor, is the reload speed, pipe and sticky are slow reloads. (Painfully slow) Alot of demo will run or retreat and sticky if you try to close, engie has perhaps one of the best ways to deal with them. (especially if you know your gun has hurt them) The pistol, is very accurate out to right before long range. (the 2fort lower exit to the bridge exit on their side roughly) 10-15 and 8-9 per bullet at medium and long range, and with 12 in chamber and 200 extra, its a surprising weapon to kill slower wounded runners.
You likely wont see this often, but with bonk, a scout can distract your sg for another to push in and kill it. (A ghetto uber, no offense at any intended) if there are corners to use it, like the common 2fort one at the lower entrance. I hope that you manage to enjoy engie more, its not exactly my favorite class, but darned if i wont do my best to keep a good gun spot up as demo/pyro. (Air blast is grand for this, and so are stickies about the setup (Do you want to sap and die? Its an amazing spy thing to go around and knowingly risk getting blown to bits to sap with engie there. Doesn't mean i havent seen it with a heavy/pyro and medic push right after)
Pyro, against most longer range gun setups, doesn't have a chance in heck to get near. Its the corners he can, and he can circle strafe your gun at point blank range and best it (due to the slow turn rate and his fast foward speed) Most will wait until your gun is at the long arc away from them, and charge in as your gun starts to turn to them, they will close and push through the arc of fire to circle around behind you and gun, frying both without friends (sometimes with, if they nail you with backburner)
I hope you continue to enjoy engie, and definitely look to captain calle for engie tips. The guy is awe inspiring for his wrenchineering skills, and the most pain in the butt engie (there are few higher compliments) i've seen outside a rare few. Oh, who ever said pyro was heavy shield, you made my day in seeing that.