My evil plan is to use them as the LH elements in an Alans army. I'll re-use 3 of the Kn from my Gepids (even though they aren't particularly suitable) and use the two Bd and one Ps options. Later on I might get more LH and also get something more suitable for Kn. I gave all the LH the conical/rounded helmets from the two cavalry sets I bought - you get 6 in each. I think they are suitably generic for steppe armies so may I can use them as Huns or Avars too.
But wait! - I hear you say. The WF cavalry don't have any bows. That's right, so I built half with spears/lances, and half with bows that I cannibalized from a set of Games Workshop Goblins. Clipping off each side of the bow and glueing them either side of the rider's fist seemed to work out okay. The bows are a little bit chunky but I'm not going to die in a ditch agonising over it. I also had to chop the riders in half at the waist to get some shoulder rotation, as well as carve off the left arm that is modelled flush with the body and glue on a new left arm, and cut and bend the right arms to make them more angled. It should all look okay with a bit of green stuff to smooth over it.
The other thing I did was to chop up the heads and necks of the WF horses. I like the horses, they are fat little ponies rather than strapping thoroughbreds, but the heads have a tendency to look like donkey heads. And they are all staring straight ahead which makes them look very stiff. Once I'd seen the pictures of Conquest Games' Norman Knights I realized that by curling the head and neck a bit the horses could be made to look much more dynamic. By cutting each head off from the base of the jaw up to behind the ears a good pivot point can be made to articulate the head. The neck is much easier to reposition, you just have to remember that the spine is in the back of the neck and it doesn't lengthen, so the very back of the neck is always the pivot point.
Here's some blurry mobile phone pictures of the blu-tac mockups of the horses. Once I've got the green-stuff on them and they are looking better I'll post a pic with better light and focus.