Red harvest's strategy is the best and its cool as it is. Ransoming back is NOT a good idea if you ask me because the bigger the desert armies the longer the battle lasts and the worse it becomes for western troups. My own experience tells me that is practically hopeless to expecto your knights and chivalric MAA to survive in the desert , they get tired just by being there. As Red harvest said you have to hit the enemy from the sea where he least expects it. If you do not have enough troops to occupy the areas you hit then just use a looting policy and wreak havoc in his reach provinces. the 'mercenaries' tip is a good idea but to my experience you end up bordering a mid-desert enemy province with a good 4-5.000 enemies , sometimes more. This is gonna need A LOT of mercs and its not worth it.