best way I've found is to encose them in a triangle of spearmen. Engage the king with one unit of your best spears, then throw a flanking unit into the engaged king to break the numbers down. While his bodyguard is getting puonded move a couple more spear units into place so you have a solid barrier around the king. Once he tries to run, he goes straihjt into one of the spear who hold him in place until he eventualyy gets captured.