OK, turnset #3 played.
As planned, I sent an interceptor out after the large UFO to see if there might be a base nearby. But the UFO took off for the arctic and disappeared from tracking range. The interceptor went to patrol the region of the Sahara where we first spotted the UFO, but nothing was found.
I sold all but 1 heavy plasma for funds, and started a second Research Lab building. We will want it soon enough, and these things take a while to construct.
After about 24 hours on the geoscape, a small UFO was detected on the ground in northern England. It was still about 9 hours until the additional soldiers would arrive, so I sent an interceptor to hover over it in case it took off. After a couple hours it did, and it was shot down cleanly (2 avalanches expended). I waited for the new recruits to arrive, which helpfully was about dawn at the crash site, and then sent in the Skyranger with 9 soldiers.
We started in the NE corner of the battlescape (good) and right on top of the UFO (not good). We really need to talk to the Skyranger pilots about tactics and positioning.

See how close it was:
Round 1: Nothing was immediately visible, so Amelia tossed a smoke grenade to the base of the ramp for cover.
Round 2: Amelia immediately sees a Sectoid to the east, beyond the smoke cloud. (I guess the units in the Skyranger are technically on level 1 and above the smoke cover.) Amelia opens up with an auto burst from her rifle and kills the alien -- first blood to XCOM!
The squad begins deploying from the Skyranger, taking care to stay well inside the smoke cloud.
Round 3: I form two 4-soldier fireteams, one to head east led by Dantski and one to head south led by Ug. Uberfish will remain close to the Skyranger and provide grenadier support to both teams as needed.
Dantski starts the advance to the east, and when he reaches the edge of the smoke he spots another sectoid. The call goes to seifer md (a recruit with decent firing accuracy, of all things), who takes an aimed shot from within the smoke cloud and drills the sectoid between the eyes for an instant kill.
On the alien round we hear an alien death cry...no idea what happened here. Can aliens start injured/wounded? Both kills so far definitely sounded, so it should not have been either of them.
Round 4: Mardoc is on point for the east squad and edges around the corner of the UFO, revealing another sectoid in a vegetable field. seifer md tries to replicate his earlier success, but 2 snap shots miss. Uberfish solves the problem with a grenade at the alien's feet. Boom! XCOM 3, sectoids 0.
Round 5: The east squad does not find an alien for a change. South squad has reached the corner of the UFO and prepares to move around to within sight of the UFO's door.
Rounds 6-8: Both squads clear their edges of the battlescape and begin converging on the southeast. Dicorian and Ilios reach the UFO door and settle in to guard against anything emerging.
Rounds 9-10: The door guards wait patiently while the rest of the team works to confirm the outside is clear. The southeast corner of the battlescape is a block of several orchards -- lots of hidden spots where aliens could be lurking.
Round 11: seifer md reaches the entry to the last orchard and finds a sectoid waiting. Uberfish throws another perfect grenade.

I realize Mardoc is too close to the target (on the other side of a hedge) -- he scrambles for safe distance. Boom! Another dead alien.
Rounds 12-13: The remaining battlescape is checked and confirmed clear. All soldiers converge for the UFO entry.
Round 14: Ilios is the brave (suicidal?) man to enter first, and finds a sectoid just beyond the doorway. He fires an auto burst and the sectoid goes down. Additional troops rush into the UFO, but only dead aliens are found.
seifer md is promoted to Sergeant.
A no loss, no wounded mission -- I'm pretty happy with this.

Among the loot are 5 mind probes -- I sell 4, along with corpses, spare UFO Navigation, etc., but keep all the weapons. (Feel free to sell more plasmas if desired.) Our cash balance is now a healthy $2.65 million.
I feel rather lucky, mainly because I never encountered more than one sectoid at a time. This made it fairly simple to concentrate firepower and grenades to kill each as it was spotted. And I got some hits from recruits who really aren't that great of shots. But I'll take it.