Yes, this is what I'm actually doing, the problem is, that in this constellation the legions are very small. So they are not as maneuverable as they were in reality...

In Vanilla it was easier after the Marian reforms :D After conquering Greece I had so much money that an army was made up of the 1st cohors, 8 other cohortes and one praetorian cohors, all together 10 cohors (though one of them had just 160 men like a maniple [a third of a cohort]). To this legion I added 1 Ala of Legion-cavalry, 2 alae of auxilia cavalry, 2 units of auxilia archers and 4 units of auxilia infantry...
But I think in EB this will be too expensive and also a little bit to overpowered :D