The other problem is that part of the implicit gaming contract of D&D is that the characters will fight the enemies (and likely emerge victorious). This isn't a bad thing. Imagine trying to run D&D when everyone is acting like investigators in Call of Cthulhu, hiding and researching everything, always finding a way around the monsters or fleeing the besieged town or village. Good for some adventures but that's not exactly the way to slay the beast and rescue the villagers, is it?
So accept that the assumption will be there, especially in an ongoing campaign where the characters themselves are already used to being able to best the enemy or die trying.
And then undermine those assumptions by cluing them in that, yes, full-frontal assaults work with most monsters but This Monster Is Different. Choose something that looks and acts differently than they're used to. If they've slaughtered plenty of undead before, perhaps outsiders or aberrations could become your Super Scary Creatures of Choice.
Use Knowledge skills to pre-warn characters that the enemy is far more powerful than they are in order to encourage them to run and hide (might be worth decreasing their Perception checks as well). Give them anecdotes about the other adventurers who assaulted them and died. If they do investigate matters, hand out the tattered and bloodstained shreds of a wizard's diary recounting the party following the paladin's wishes to attack every foe.
Give clues that there are banes, weapons or other things out there that might assist with the matter.
Oh, and don't throw in too many bad guys. Space them out all the more so each one is a setpiece battle so the players don't grow used to kicking back doors and slaying monsters. Each enemy should feel special. Each one should have hints and build up to them. The moment the monsters start blurring together is the moment that the players won't fear them as much.
Oh, and be sure to get your player's on side first. If they really aren't interested in playing this sort of sub-genre, even on one occasion, then there's not a whole lot you can do about it outside of the Three Bs: Bribe, Blackmail and Beg. (By the way, a recalcitrant player that digs in their heels might be more prone to accepting a brief sojourn into another genre if the other players are selling it for you - so get potential keen players on board first).