What I typically prefer to do is sneak a family member by ship into the steppes and recruit stacks of horsearcher mercs, because they absolutely rip Seleukid infantry stacks to pieces, and have the mobility to kill further and more efficiently per turn than an infantry stack. They could either open a new front up north against Hayasdan or Pontos, and slash a wide swath across the Caucasus to take the heat off you, or you can ship them back to be with the rest of your armies and send them to break through at Susa or Mesopotamia (Mesopotamia has far better terrain for HA encirclement battles though).