Yeah, in my celtic campaigns, Gesaetae have to be managed well, as they're pretty vulnerable to missile fire. They cost a ton of money, but even lowly accensi can take them out so long as teh Gesaetae don't catch them.It may take a few volleys, but missile fire, especially to their flanks helps a lot. Fighting them I sometimes even stop my soldiers when they try to charge after throwing their javelins, then have them throw another volley.
You might want to do a search of the forums on the killing them. Gaesetae seem to be a hot subject, I think there are a couple of threads floating around with lots of great tips on killing them.
P.S. If the enemy comes at you with 4-6 units of double gold chevron Gaesetae, the above doesn't apply. I recommend running, myself. I lost a whole stack Casse army to those guys.
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