I figured it out. The bogeymen were mostly on the ground. What I didn't notice was that one of them will always be clinging to your feet, 1 z-level below you, at all times and can attack you from there. Don't know why I didn't spot it before. As for indoors, you are correct. I found that building a pillar and attaching a floor to one side of the pillar so that it acts as a roof is enough to drive off the bogeymen. Just step under the single tile roof and they "poof" back into the blackness from which they came. As long as the place you enter has the "indoors" tag, they cant come at you. You don't even need a floor under your feet.
Another observation, the various ambush/raiding parties that usually fall upon an adventurer as they travel have a habit of congregating around the edge of a player made camp site. Seriously. They just hit the edge and then refuse to get any closer, I assume, because there movement is determined on the overland map. The thing is, animal and night creature ambushes dont congregate. They just walk on up to the works, look around, and if they cant find you, they fuck off to bother someone else.
I managed to kill off half of a large group of accumulated bandits by luring them away one at a time and strangling them to death. I noticed right away that most of them were armed with books and musical instruments. Even though they had all the appearance of a traveling band of entertainers, they were still very aggressive. My strangling spree ended when a crossbowman I grabbed got a lucky shot through my iron breastplate.