When chasing up all the spys, merchants etc I use the "list scroll" feature and start at the top work my way down. But yeah it can be frustrating/time-consuming.

My personal "fav" is when you click where you want them (the agent/army) to go and they take a 180° turn when some thing is in the way and "replot" the best way to get there. Especially around mountains etc. So next turn is used up getting them back to where you started.