I seem to have followed what appears to be the main Sassanid strategy. I bribed/cajoled the Huns into an alliance and was able to leave my Caucasian front pretty weakly garrisoned. I then pushed across against Antioch, defeated a few ERE forces in the field and then had an interminable siege and some fairly large sally-battles before I exterminated Antioch (I -really- need to get a siege train going, but I want to bring along a bunch of Sughdians as well and its costly).

At present, I've sent my cavalry field-force south to exterminate its way to Alexandria, but I'm having some doubts...

I'd thought that by removing the southern cities (they are the shorter and simpler "arm" of the ERE after you take Antioch) I'd divide them nicely and cause them to ineffectually recruit for their armies, while securing for myself a nice pile of wealth and one of my flanks. However, the ERE seem to be napping or, I dread, building a decent field force in Anatolia.

Should I have hit Anatolia first and conquered all the way to the Hellespont before mucking around in Palestine?