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Another vote for separate shields, especially in action postures - if it means losing a pose or two, the ridiculous backhand slash figures can go for a start!
With a bit of luck, the dubious apron straps on the Republican legionaries shouldn't show up too much after painting (although if Strelets knows of any evidence for them that everyone else seems to have missed, I'd be interested to hear...)
Incidentally, the guy in the Caesar set marching with his pilum held horizontally behind his neck ain't going to be popular with his mates on either side of him... )