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Please feel free to discuss any aspect of 1/72 scale plastic figures, not simply Strelets.
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As the scans are so small, this is a question not easy to answer. The HaT auxiliaries (I assume you mean the ordinary auxiliary infantry set 8065) are best suited for the late 1st-early 2nd centuries AD.
I'm sorry to say so but the sculptor of the Strelets Roman legionaries set M008 should have been more careful not to mix up periods. E.g., the scabbards, all carried on the soldiers' right, appear to belong to the late Republican to early Imperial sword type Mainz with slightly tapering blades. This sword type was predominant up to the mid-1st century AD. Afterwards and up to the mid-2nd century, the slightly longer Pompeji sword type with parallel edges was the predominant sword type. It's not actually clear whether the swords represented are meant to be of the Mainz or the Pompeji variety but, clearly, they don't fit the scabbards, anyway. On the other hand, the helmets, with prominent crossed reinforcing bars and deep neckguards, are more typical of the later 2nd to mid-3rd centuries AD (crossbars as such first appeared during the early 2nd c or so). The slightly dished oval shields are also belonging to this later period. Long spatha swords carried on a broad balteus on the soldiers' left would have been the more appropriate weapons for these soldiers. The dented mail shirts are typical of the 2nd century.
To answer your question, the two sets are not actually compatible, but if you're not a purist, a mid-2nd century date would be the best for a mix, in my opinion.
Would it be possible to include some excellent looking attachable square shields in set M008 similar to the shields in set M007? This way the customer has a choice. Regarding Ancients, I'm a non-purist who likes to use my imagination with them, mixing is enjoyable, so this wouldn't be an issue with me.
Adding the square shields and pilums as individual pieces would be a good idea in my opinion.
I would suggest to change the sword fighting pose into a stabbing pose instead of a slashing one. Romans were mainly trained to jabbing the opponent with their gladius being repaired by their rectangular scutum.
Doing that they exposed the less part of their bodies to their enemies attack.
This would add much more realism to the figures.
One good use for Strelets' marching Romans would be the Varus battle, where a Roman raiding party of 20,000 was annihilated by 6,000 farmers.
What happened is, the farmers attacked while it was raining, the Roman archers couldn't use their bows, the Legionnaires couldn't use their pila. Romans were caught in a dense forest and within 4 days, they were all dead.
German "Farmers"? This is nearly too much for my national pride
Imagine when our farmers were able to destroy 20.000 Romans, what would our warriors have done
Ok, in earnest, as POL stated these figures are usable for the later period. For the Teutoburg forrest we would need early Augustian figures, much more like Caesars guys.
When the figures are more for around 150 AD, what ideas for enemies do you have? For bigger dioramas and some little conversions I am sure I can mix them with my HAT Auxiliaries.
As Pol already mentioned, the main problem here is with the helmets. Auxiliaries had simple Coolus helmets, similar to the Imperial gallic or itallic legionary helmet. However, the auxiliary helmet was of bronze and the legionary one from iron. Set 008 has auxiliaries with breeches and short tunic, with mail armor. Mail armor is fine for whatever legionary, especially those in the East, but the rest of the clothing is less. For late 1st century AD, to late 2nd century AD, we have now many sets - ESCI/Italeri, and lots of Flavian era HAT, which historicly mix well.
The Strelets swords and scabbards are a nuissance, but the swords in the HAT cavalry sets can be used for these figures, providing the cavalrymen with longer spears.