Lily's likely going to stick with Alister and soften up any targets he goes after so he can deliver the finishing blow. We're outnumbered here though, so it would likely be best for us to try and bottle them somewhere, rather than dump the myrmidon alone into the enemies ranks unless he's cool with blowing some vulneraries. Everyone staying in a group and dashing to one side of the enemy, finishing them off, and than taking care of the other side of the enemy. A Pegasus knight drop for the myrmidon could still be useful for that strategy though.