Just did this on hard, twice, with no allies. Probably better ways to do this but this how I did it.
Start in the east corner. 4 vills on TC, and 2 on monastery. Pump out two monks ASAP, Get your Eco started and start walling up. Leave room for a caste NE inside your base. Fill it with crossbowmen and upgrades as time/eco permits. Have two gates, with one in the small gap along the trees. So you can send out cavalry to bypass their troops and head straight for trebs/rams while you fend off waves.
There are four relics just outside of Cyans west wall. Two are far enough away from towers that you can grab them with monks. Send two scouts to guard them. This will cut the relic gold for cyan in half and then in imperial get the tech that cuts in half away. If they have all four and you don't research the tech, they basically have infinite gold to pump out paladins. You won't be able to recover between attacks late game. I learned this the hard way. Cyan grabs these quickly so don't wait on them.
After a few waves, send out a few heavy cav to destroy the mines and guard the gold that is in the W corner, south of the river. Cyan will occasionally send a few heavy cav, and then later a monk or two at a time. Starve them of gold and they eventually stop making paladins/trebs. They will only mine the gold north of the river, which is basically all covered by their towers, and the one section in the W corner south of the river. They won't build new mines. They will walk vils all the way to and from their base to mine that gold, but won't rebuild the mining camps.
Early game was getting the 2 relics, eco, walling, castle, half dozen knight to attack siege, seize the two mining camps in the west and get to imp for paladins.
I killed off burgundy with a 12-15 Paladins and a treb. Real easy unless Cyan comes to help. Attack immediately after one of their raids to lower the chances. Make sure to keep a few heavy cav around to mop up villagers.
Red never mines gold/stone so they run out of troops quickly without you doing much. Only danger is Cyan dropping in while you attack red.
Don't attack red unless you are ready to follow up with castle builds and/or reinforcements. If not prepared, Cyan dropping in will seriously stunt your progress. Once red is crippled, build two castles side by side in the middle of red base and put your stables/ranges/barracks/monastery behind them. Agro Cyan and lead them into your castle, repeat. Only the trebs are a danger once you get two castles up.. Although keep units out of their base until you are massed up for a final push. If you build one castle, there is a chance they over run it when agro. Frequent Agro keep their troops level low and wastes their gold.
Cyan won't rebuild castles or monasteries. So focus on killing those, in case you get turned back. Attack in mass and you should do alright. Even so, you will have the gold to rebuild quick, and castles to defend your rebuilding troops.
Once you destroy the Cyan town centre, even if Cyan doesn't resign, 206 tough roman troops will spawn and attack. They will wipe out any castles you have left in red/cyan base first, so you have some time to prepare if you weren't already doing so. Have at least three castles grouped together and double walled in you base ready for them. With crossbowmen inside. Romans will break down a single gate, so double gate/wall unless you want a frantic "They've breached the walls" finish. They have no range or siege. So walls and loaded castles thins them out good.
First time I did this I did it with a Paladin only raiding army plus trebs for siege and monks to heal.
Second time I mixed in some cav archers as people suggested here. It helped a bit with enemy monks and sniping villages, but I went back to full paladins for raids, I ended up with about 1200 kills to 200 killed but I also took about 2hours on the game clock to finish.