(Hero - Rogue) in Heroes 4

As a rule, they don't go alone, but it's easier to deal with a Rogue than, for example, a Wizard.
In general, heroes with the "support" skill (scouting, nobility) are easily defeated.

The same can be said about tactics! And in general, a Rogue is a self-improving hero. You just need to give him at least the second level of stealth by having him accompany you for a while, and then let him go his own way.