I only exchange troops for others from a different castle when there are few of a certain type of unit left, or none at all.
That's good if you have another castle and the resources to develop it. Randomness doesn't always provide such a luxury (although it often does)....and maximum difficulty doesn't allow you to accumulate a lot of resources.
It's better not to lose your native creatures, especially since the castle has pretty good ones - to put it mildly.
