While I absolutely agree it's all and only about having fun, for me part of the fun is tracking down Copplestone sculpts. I'm one of this picky guys who wants units all by the same sculptor.
anyway, at the time I only bought some Snot and Grot miniatures, the Fantasy figs sold by Companion (Grenadier miniatures by Copplestone, now sold by Terrain Warehouse). I remember discussions on the Miniatures Page which I frequented a lot at the time. I remember reading somewhere that Companion Miniatures were basically Foundry Caesarians converted by Jim Bowen.
But digging up old discussions on TMP apparently
From what I recall they used the Copplestone unarmoured Caesarians in Montefortinos as dollies, modified with feather crests and with various square and round pectorals. They looked good for what they were, but the origin was fairly obvious.
The 'extra' (over and above the Foundry range) Companion Caesarians were modified by Michael Percy according to the site – I guess the Republicans were the same?
while
Companion miniatures are just the Foundry Caesarians reworked by the talented Brian Philips. He has a few pics on his site.
I've got some pics of Companion Numidians, and the Aventine Gladiators in my hand it's clear that they are not just dollies but actual miniatures by copplestone with added hair, moustache and clothing. Some of the Gladiators are Africans and I suppose they're either unreleased or converted DA sculpts. and some of the heads are identical with a slight variation of the haircut.

Here's the original list of the released Companion Romans I stumbled upon:
http://www.caliverbooks.com/mini/companian/comp_rom.htm