New Zero Kill Strategy
I have managed more than once to complete this mission with zero kills. To do this, collect the gang with a Firetruck and drive them to Colony Island, but drive along the outside of the cemetery (to the corner where the armour pick up is located). Get out of the Firetruck and Jump the fence, then jump back over and drive away leaving your gang behind in the cemetery. This is so that you can get rid of the Mafia guards without them getting in the way. There are lots of ways to kill the guards - Dwayne's guys are one method, getting a 2 star wanted level or a combination of the exploding car trick and the push object trick can be used. You can shoot the guy on the stairs from the roof and he will fall to his death. Access the roof by the two waste pipes structure at the front of the Waste Depot building.
To get the Mafia's cash go and collect the rest of the gang with the Firetruck (if you still have it or dial 911 and get another one). Make sure you have full health and armour and drive straight into the Waste Depot (do not stop outside or Packie, Gordon and Michael will get out of the truck). So, straight through those big blue doors. Brake and accelerate at the same time to slide the Firetruck around the barrier and park with the front in line with the office window. Use the water cannon to spray the mafia guys in the office. This will move them further back. Don't do this for too long, just enough to make room for you to get to that bag of money. Climb onto the Firetruck and jump from it to the window of the office. You can climb straight into the office and make a mad dash for the cash. You can shoot at the Mafia guys in the office to stun them, as long as you don't shoot them too much (until they are dead). Once you have the cash make a mad dash to the boat, leave the office the way you entered. This is a dangerous strategy which most often results in instant death. If you do make it out, you will most likely have lost most of your health segments. I had one remaining health segment, when I did this.
Once you make it to the boat, Packie will follow and although you can hear shooting inside the depot I've never failed the mission after this point due to the loss of one of the remaining gang members. I think once you've made it to the boat all your crew are safe.
This is a tough mission to complete with zero kills - but, I have also completed it (only once) by using a ram raid strategy where I drove directly into the waste Depot with crew aboard the trusty Firetruck. Used the water cannon, made a mad dash for the money and escaped to the boat. Tried it several times since and Gordon always seems to get shot! You need a fair amount of luck with this type of mission.