If you cannot assassinate them, why not crush them with your troops? If you're not aware, you can surround ANY AGENT you see, by surrounding the 8 movement spots directly around them with troops, and then sending one final unit directly upon them to crush their agent heads. you can practice this against spies, assassins, roving diplomats, religious types, and ugly princesses to get the feel for the technique It's a good tool against inquisitors as well, and it doesn't affect traits at all.
If you're really loaded up with spies you should be able to see their assassins. You may also want to pay attention during the enemy's turn, because you will be able to sometimes trail where their agents are going, and the computer makes a windish sound to communicate that the enemy has secret agents taking actions or moving.
If you don't see them straight off, send troops out to bump into them, close off bridges and and pathways through mountains, build watch towers beaucoup, and you can aslo build walls of scrap troops, since agents can't just walk though them.
I hope this might have helped you. If it's Milan and they haven't expanded too far, you should be able to at least relegate them to a particular pathway or two, which you could then patrol.
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