Open order only takes 3 unsaved hits to remove a base. So you may want to make these larger especially if you will be facing lots of shooting.
Close order take 4 unsaved hits and if you have a good armour save, which Roman's generally do, then it takes quite a lot of shooting/combat to remove a base. Stamina means for some Roman lists you actually need 5 hits. So yes units of 5/6 bases should work.
Cavalry with only two hits per base can be particularly vulnerable to shooting.
Having some ranged shooting is really helpful, to build up your pool of momentum tokens prior to combat. Bow armed infantry can be surprisingly effective even in combat and can hang around due to the benefits of line of battle. Skirmishing bow (Cretan's
are restricted in size so it becomes more difficult to concentrate fire on a unit, especially with the fire priority rules.
We are still all experimenting as to what works well. I came 3rd with a Anglo Danish Army at the first tournament. I had no bow, 1 unit of skirmishers some vikings in open order (5 bases) and the rest were combined units of huscarls and fyrd (3 bases of each). I suffered in the early rounds and the vikings got targeted by my opponents shooting but had the benefit in combat of superior fighters in shieldwall and quite a lot of luck!