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A little further donw in this forum I posted an adjustable convoy scenario that I've been bugging people to try out. Looks complicated until you figure out the basic principles. Might work a little better for you, if you do try it out I'd love to get some feedback.

Hold back the convoy ships and send in your main forces and watch the outnumbered attackers (since convoy games are generally 160 vs 200) get pummelled.

I believe that there is an inherent problem with trying to simulate any convoy scenario with the scale of War at Sea.  If you study the Atlantic convoy formations from WWII, you will observe some arrangements which simply are not possible on the maps we use.  The convoys were large, often with well over 30 or 40 ships.  They were surrounded by destroyers and other escorts.  Late in the war, escort carriers, like the Bogue, always accompanied the convoy to target U-boats, since that was the principal threat. 

I just do not see how WAS can possibly simulate this without expanding the playing surface and creating some type of search and find component.  If the convoy can slip past raiders, then they could win.

IMHO the game mechanics don't really allow for "convoy games"

But I found out that in larger campaign games convoys are a nice "battle" initiator.

Scenario: Canada has to ship an army to the UK (I use AA Europe/Pacific maps for the strategig picture).

Step one - determine which ships are available (e.g. 3 Transports which can accomodate 60 points of AAM units each). Then load the ships.
Assemble convoy escorts (Canada has a few Sackvilles, UK brings a few J-class and Tribals + the Ark Royal with 3 Torpedo Bombers for ASW - as its an Atlantic convoy no German Air is expected)

Germany planning the "unspeakable sea mammal" decides that more troops in England would not be nice, so decides to counter in force and deploys not ony the 4 subs it currently operates in the Atlantic,  but also uses Scharnhorst and Gneisenau + 3 Z18+Z20 DDs. - Result Convoy is butchered and remains retreat to Canada, but UK brings the Homefleet next turn to block the return trip for Scharnhorst and Gneisenau.

If Germany expected to go east this turn it would have used only the subs...

Thus the strategic picture determines what to deploy (ships have to be built in previous game turn, and of course they must be deployed where the action is - as in the above example germany can't bring planes)

Other games played: UK ships reinforcement to Egypt. Instead of going around Africa it uses the short way through the med. Of course here the REgia Marina waits and Germany has Bombers in Libya and Southern Italy. Making this a hazardous task for UK (brings in addition to the transports and DDs some Euryalus AA Cruisrs and 3 BBs + Illustrious and Victorious with Martletts.

Fight turned ugly 2 UK BB ships (one was sunk) made it to Alexandria, but transports returned to Gibraltar
Regia Marina lost many DD´s and CA/CLs, but saved its BBs for another day) - Of course damage must be repaired, so most ships were out of the game for some time...

We've had good luck with convoy scenarios using smaller groups of mixed transports as the core.  Most we scenarios we have played have been Italian vs. Brits.  We used actual convoy encounters in the Mediterranean as our guide, switching units that are not yet available in WAS (although it is getting fairly close at least in terms of class).   We also developed a simple cloth board that covered an entire table giving us more room.  To make even more room, we found we could shift the entire game, piece by piece several sectors in the opposite direction from where the action was developing.  

Far from boring, we have had some of our most interesting games built around convoys.   They generally are not balanced (this is what happens when you use real historical set-ups) and they are almost always a challenge for the weaker player.