There's no testudo formation in BI, but if you really want it, you can easily mod it in.
Just open the export_descr_units in your RTW/data folder. Search for legionnaires. There is one line which lists the possible formations for the unit. Look for something like testudo.
Copy that entry, open the exp_descr_unit in your BI folder and attach it to any unit you want (comitatenses, plumbatarii, first cohorts?).
There you are. Although forming a testudo is a bit strange with those oval shields.
I have the game currently uninstalled, so I can't be more specific on the edu entries and can't test if this really works, but I'm pretty sure it does.
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