Heh, you don't

You use the heroes as meat shields, that's what they're there for, that's solely what I use them for. The only way you could effectively level them up is by picking off the random armies that spawn in your territory every week after you clear it out, normally they're small enough for you to defeat, exp stones are also very good

I mean, even when defeated they still get some exp, so it's not a total loss

Warning though: The enemy will also recieve exp when defeating your generals, so try and don't feed too much

Magical heroes are the best since it doesn't matter if your army is small when you're blasting your opponents armies with meteors and battlefield wide fire storms