The Legionaries are powerful Imperial soldiers, who wield crossbows against you. They are normally found in groups of up to four or five at a time.
They can significantly damage the Overlord, so it is wise to take them out as quickly as possible. Using reds has been proven effective. Another way to deal with them is to lock onto them and unleash a small but quick burst of Magic, which will stun them and bring them to the ground. This will give you a chance to perform the killing blow on the legionary.