What Caravel said.

You can also tease them incessantly with Horse Archers, which is good if you need to draw them right away from your (necessarily stationary) heavy cavalry, but the killing power isn't as devastating as full units of infantry archers, and Camels don't tire anywhere near as medium/heavy cavalry in the desert... obviously. Tiring the opponent is generally the goal when teasing with Horse Archers.

(And, I know I'm a broken record about Organ guns, but they are more effective against slower cavalry like Camels who struggle to reach your lines. Lots of hills in the desert, too! Yeah, I know, Organs aren't the most efficient unit, but they're heaps of fun!! OK, I'm going to stop crapping on about them now. Done.)