Make sure that when they are down to just one remaining city that it's one you can isolate completely. I'm talking have it surrounded by two to three stacks. The best thing to do is to make sure that the very last city they have is ALSO the LEAST populated. You may even want to give them a crappy little village just for this purpose in order to reduce the chances of a larger than usual horde appearing. Use one army to take the settlement, and have the rest of your armies somewhat spaced out around likely escape routes, possibly even in ambush position or in bottlenecks. Finally, proceed to cut down as many, if not the entirety of their horde, essentially ensuring that they are either destroyed right then and there, will be easier to destroy later, or will simply never again be able to prove a problem to you again. Provided you hit them hard enough there is a chance that any remnants of each stack will simply end up going neutral if you eliminate all their family members AND cause large enough casulties in their non-general lead armies. Apparently when all the forces they have left have been both scattered and battered, nobody wants to step forward as leader anymore.