Heretic Minions alone pose little to no threat to the seasoned commander. In death cult and heretic patrols, they are classic fodder for you and your troops. However, they can easily kill militia-level soldiers with a fusillade of crossbow bolts.
They naturally make up a significant portion of Heretic armies. In such numbers, they have the firepower to hurt even a high-tier army. It is best to sweep in and engage them in close quarters combat to neutralize their ranged ability, after the Demonic Magni and other cavalry have been killed.
It also notable that they can become the formidable Heretic Magnus if recruited from your prisoner train.