Your nearest territory to them is in western Germany, that is some distance from the Mongols, even at the best of times they are no more a danger than a standard faction by the time they reach Poland, Eastern Germany etc.

Infact its a triumph of the game I think that the Mongols have the initial shock and power to overwhelm their immediate neighbours but tend to fizzle out and lose momentum by the time they enter eastern Europe.

Youve been given good advice by the above posts, follow that if you come across any Mongol forces, but its highly unlikely they will be a major problem.