I think that IV is the way to go. We shouldn't provoce the Romans into retaliation actions by send heads of implaing their comrades, their retaliation would also most likly to be directed towards civilians and future captured Dacians so I don't think they'd make any rash moves like that. Thus we shouldn't kill anybody, not yet. They did surrender fairly easily, so a bit of "over-mercy" might be in place to hopefully encourage future Romans to surrender quickly in a hopeless position rather than fight to the end.
Having a few hundred Roman prisioners, including legioneries as well as a Roman nobleman might also be a fine prize to show to our nobles and possibly allies against the Romans. And as I said: we can always kill the prisoners later if such should be necissery.
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