Notice that the Aztecs have captured the next Roman city from me. That's Veii. Is it worth war against the Aztecs to try and capture it?
Nope. What if I found a city two spaces away, on the hill where those units are? I pay the cheap 15 gold to investigate Veii, and it's building a pikeman at 1 shield per turn. I can rush a temple before Veii gets any culture up, which will claim two wines and the horses! Sounds like a plan. Mpondo is founded on that square - which very conveniently is on a hill and at fresh water.
With Horses secured, I'd really like to get some Iron to build some Knights. Unfortunately, England's the only one with any for sale, and they want Spices + 15/turn for it. That's too expensive - it'll be something like 60 gold per knight I'm able to build.
Note that if it wasn't for the Gauntlet restrictions, I'd have a win on my hands right here. I could easily build about 20 horsemen, then trade for iron and upgrade them all. This whole game has been a lesson in what it feels like to be an AI. Having cities always robotically stuck building their current projects, bumping along with outdated units that I can't upgrade... I have to say I do feel a bit more sympathetic to their plight in a normal game.
Education comes in sometime around now, expiring the Great Library. I got Engineering and Chivalry, but not Invention.
In 330 AD, the Aztecs conquer Rome itself! Wow. I'd really like to join in and capture Cumae, north of Rome, which controls iron, but there's still eight turns left on our peace treaty.
In 360 AD, I get the break I needed: free iron! I trade 300 + 24/turn to France for Invention (gotta get it sometime anyway), and then trade Invention to the Aztecs for a supply of Iron. I rush a couple of cities' current projects and start building some Knights.
In fact, I'm so hard up for cash now that I sell Theology to Rome for only their 18 gold.
In 420 AD, the Aztecs have captured Cumae before I was able to join in - dangit. Then only five turns later, they eliminate Rome! Well, that was fast.
In 490 AD, we can trade resources with the Iroquois - apparently they got Navigation. I trade Wines + Spices + 200 gold + 4/turn for Astronomy, and trade Astronomy back to France for Gunpowder.
We have one source of saltpeter, where Pompeii was, but we need to found a new city there to secure it, which we do.
Hey, Rome going means there's no Scientific civs left in the game. That means Nationalism will be slower to come to the table. Can I get at least a few cavalry (damn this Gauntlet - an upgrade of ten knights would WIN the game here for me) before Montezuma gets riflemen?
When there's two turns of Iron left on the deal, I rush three knights to completion so that I can start three more just before the Iron expires. There's still a few little tricks you can pull even under the Gauntlet.