The great thing about pagans is the swarms of Light Infantry. So they're great for as long as that is great. In fact, it relates to Great Order's issue of "Why are the Nomad armies so overpowered?" The answer is that the Nomad armies are all Calvary, and probably feature overpowered Horse Archers.
You can, it's just that I can't hold onto the lands for long enough since my characters will constantly die. In theory I could just form the empire then have them leave, but I can't actually accrue enough land before it all falls apart, and I'm not strong enough to take on the massive khaganate nomads all crapping on me because they're all in a coalition. If they were only a few provinces, I could blitz them before their allies could do anything, but they're too big for that tactic and I'm discovering just how insanely powerful nomad armies are (I can be attacked with a defensive bonus and great generals while outnumbering them 2:1 and still get my arse handed to me. They also take way fewer casualties than other armies when I win).
Another complaint that I'd forgotten to mention: Stack wiping appears to conform to arbitrary rules. I had my retinue army get stackwiped in spite of, by the time of the wipe happening, half of them still being alive (But obviously their morale was broken) and having three friendly provinces they could have done a retreat through adjacent to them that were unoccupied by enemy armies.
EDIT: Tried the game again, this time doing shattered world because that's easier.
Ha fucking ha, of course it isn't. I want to restore Hellenism, so the game's response to that is to set the ruler of the sole hellenic province to be absolutely shite. Literally over 10 times. I had a martial of over 10 ONCE, and that time the game spawned a great conqueror as my neighbour's neighbour, so there was no way to survive that. And every time I attack, I get to do that wonderful "Do you want to spend money to get a shite reading, or an extortionate amount of money to get a good one?" thing that hellenism has as default (Why there isn't a "I don't want to look at it at all, tyvm" option is beyond me) event that results in my armies getting -10% morale. And in the actual fights? Enemy gets three strong flanks for some reason, all I get is a strong centre flank and two side flanks that consist of a single peasant with a wedge of cheese as a weapon so I always get annihilated.
One time I tried to out-siege my neighbour. The game's response was to go "Oh, OK, you can siege faster on account of having a few more men, but the second holding of theirs will have 10 more men than your army. Your second holding? You know that single peasant with a wedge of cheese last game? Yeah, he's the only person defending it so they can siege you down but not vice-versa"
I'm perplexed. This game seems to have developed a grudge with me for some utterly unknowable reason. It's like CKII has decided the actual reason I play games is because I enjoy mental torture, and not because I want to have fun.
When I play Crusader Kings 2, I avoid any fights or scenarios that are anywhere nears fair, because then I lose. When I attack, I make sure the enemy is crippled and weak, and always keep some extra gold for mercenaries. There is usually someone weaker to pick on, except usually that first war when you have to hire the mercs and hope to win before the gold runs out.
For Shattered World, Ruler Designer can be a real godsend if you aren't trying for any achievement. Protip: Pick "Wounded" for the extra points. It'll heal in a couple months and give you a trait "Scarred" that actually boosts your prestige!
Alternatively, pick the biggest, baddest pagan and just marry a Hellenist. There is a decision to convert to her religion.
My suggestion for a truly delightful game would be to pick Random Worlds, earliest start possible, provinces weighted towards Tribal, play as a Nomad. It will take a couple tries to get the handle of it, but you can beat on all the other one-province nomads (some of whom can't even keep their original retinues going) and form a great empire. The real struggle is converting first to Tribal (or you will lose all that beautiful land), then the sludge into going to Feudal. Before going Tribal, make sure your Court is as full as possible, its a real pain finding all the people to appoint as Chiefs.
During the expansion stage as a Nomad, lots of guides will talk about placating the Clans. Screw that. Keep them all small, when a new one rises surrender, make it so that when you go Tribal each clan is just a single county. Preferably a county that you can transfer to a loyalist Duke/High Chief as their vassal and not yours.
I still haven't worked out the conversion to Feudal part yet, but it makes for a large chunk of land. I should probably let it simmer as Tribal for a bit longer, so maybe my vassals can actually improve their holdings a bit. There is also some mechanic that gets some of the tribes to join in Feudalizing, but I'm a bit lost there.
EDIT: It would be a difficult process, but holding all the land before going Feudal means it all converts. With 9 vassal Khans prior to going Tribal, its doable. The hardest part would be having a counsel that would vote for increasing Tribal Organization.