In my recent Scotland campaign I experienced the same. I had been at war with the french for quite some time, and they kept 3-4 assasins around every city I had with generals inside. Quite annoying, not only their assasination attempts, but also standing in the way for trade, etc.

Anyhow... a zero or one star (subterfuge) assassin is easy to finish off with an assasin. You might have some trouble killing off the first one, but when your assassin has made one or two kills, the rest is just piece of cake. I believe assassins are as easy to kill as diplomats and merchants? Sure much easier to kill than generals, priests and spies.