I just recently destroyed a Comitatenses First Cohort by using 4 units of Nomad Archer Cavalry (my cheapest HA unit from 1st level stables). First, I isolated the cohort by leading the other roman units away on a chase and then surrounded it with my 4 HA units. Constant crossfire from 4 directions at once, with some of the HAs firing from elevated positions was enough to make the First Cohort lose most of it's men, although it still took a while and I had to interrupt the process midway as some of the other Roman units were coming to the rescue and had to be lured away again. Eventually the First Cohort routed and was chased down and killed to last man. In the end, my HAs still had some arrows left, so I think 3 units might have been enough to do the trick.