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There were no skirmishers per se in the period like the velites, apart from tribal troops, certainly we do not have record of regular cohorts. Thus they would have been simply issued from the the cohort to operate in front of the battle line. Thus use the oval shields.
Hi Brian,I think you will find it is a feature of most rules that Auxiliary s can skirmish, for some reason current figure ranges only have the armoured variety rather than some helmeted unarmoured types to use as skirmishers. I doubt in reality that the Roman auxiliaries would be as uniform as displayed in most current ranges . I suppose a quick conversion would be to use Auxilia heads with some tribal troop types?