Personally I'd say not to give them an even fight.
In the case of the Picts being discussed above, have them come across a huge number. 30+ all at once and have them figure out that it'd be a damned foolish thing to fight them. Give them enough of a head start though so that they can run, and let them get chased by bands ( of five or six ) of picts who are trying to circle them and cut them off with their better knowledge of the terrain ( listen or spot to hear their calls or see them in the woods ).
The bands will eventually start to catch up with them and let the characters figure out that these small bands aren't only trying to kill them, but are also trying to slow them down so the big group can catch up. Force them to go all out and try to kill the groups off quick ( a couple, maybe three rounds, before another hunting group comes around to help slow them down ).
If they break away ( and they should be able to, dropping the picts with just a blow or two ) let them race for better terrain ( say a rocky hill they faced earlier with some big boulders for cover vs ranged weapons or to cut down on the number of melee fighters at once ) to face down the mass horde of Pict'ish hunters coming for them.
This, in my mind, is an entirely fair and Conan'esque thing to do the PCs. In the stories Conan more then once backs off to find better ground to fight on ( in the "Thing in the Crypt" he does so to avoid wolves ).
It may be that the people I play with have just been untrained enough from the normal D&D challenge rating crap to be used to this. I hated CR's in D20, the idea of a fair fight seemed somewhat pointless. If the monster is too big, the characters should be able to realize this and flee and the players should be smart enough to know when it is time to go. But alas, they often need to suffer a few humiliating defeats before they catch on.