Sieges, are not nice

I was DMing a session of conan the other day, and the story naturally ended up with a siege. The 1st level party did very well and held the gate house against all comers (mainly picts) and gained 2nd level by doing so. If the attackers had of been any better equiped or trained it would have cost them dearly.

The one thing i'm wondering, is would picts stay arounf for a protracted fight or would they run if the first atack was beaten off. Any advice on this would be welcome.

Thanks in advance

Picts are masters of guerrilla warfare. They strike and run. If a war chief loses too many warriors he may lose his rank as a chief, so they tend to strike unexpectedly, get in the surprise round with ranged attacks, rush in if they get the initiative, strike and leave. Look into the tactics of the American Iroquois Indians and you will have appropriate tactics for the Picts. The Picts are more apt to use arrows to quietly slay a few guards, slip over the wall in the night and murder people in their sleep than they are to assault an actively defended wall (although if you get enough of them together under a shaman like Zogar Sag they will assault castles - which thankfully is a rare occurance). They will act like hunters - they will lure people outside the walls, then attack. They will lead prey into traps, and that includes human prey.

The Iroquois used to hunt deer by building a long wall with an angle in it. A group of Indians then made noise and herded the animals toward the wall. Once the animals were corralled by the wall, other Indians would pop out and shoot them down. Picts could use the same tactic. Build a palisade in the woods, then chase after a column of troops (or players), making such noise that there seemed to be more than there really are, herding them into the wall. Once stopped by the wall, other Picts, hiding in the trees, would then pelt them with arrows until the soldiers (or players) are all dead.

If you have ever read "First Blood" by David Morrell (or seen the Stallone movie), then recall how Rambo decimated a troop of deputies out in the woods. Imagine four or five of those type of guys in the woods. Playing Picts this way, I decimated a column of 32 soldiers with six Picts. Three characters managed to get out of the wilderness alive. Use their skills!

The problem with Picts is that they don't just stand there and fight. They hunt. They wait. Picts will steal over a wall, steal a woman or child, and wait until the search party comes. One by one, using guerrilla tactics, they slay the search party. Another, larger party comes. Same result. The players become afraid of the Picts not because they are such superb fighters, but because they never know when the attack will come - and it almost always comes when they are not prepared. It will come when a character has to use the bathroom. It will come while they are eating. It will come as they sleep. It will come as they are distracted by a noise elsewhere (such as the attack in The Black Stranger). It may just be a single arrow shot from the trees, or it may be a bull rush, where the character is pushed through a gantlet of waiting Picts, who then vanish when the other characters get into it.
The Picts do sometimes try human wave attacks. Howard mentions this in Beyond the Black River, but Conan mentions that this tactic leads to the Picts "getting the guts shot out of them." However, if enough Picts were to be assembled under a particularly powerful and charismatic leader, then such a blunt assault could possibly overwhelm an isolated frontier fort.

Pictish offense is that type of brutal human wave tactics, but they also tend to be more horrible in defense, as Mr. Darlage has mentioned. Raiding is standard operating procedure for them.
Picts won't lay a siege. Either they infiltrate a town durring the night, use small-band guerrilla tactics in the forest, or there will such an overwhelming horde of them that they will swarm anything less well defended than a full blown castle in one night (the last case is rare). This is why the Boosinian Marches are such a good defence against them.

Basically just use what VincentDarlage wrote, that looks better researched than anything I have to say.
The way I have made my Picts more terrible in terms of sheer mechanics was to put their skill points into Hide and Move Silently. My first level Picts, with 17 Dex, in woods have a Hide, Move Silently of +9 or +10. In addition, I gave them tumble +8, which gives them a real opportunity to use numbers to flank their enemies and get at the archers even in a standup fight. Finally, give them two weapons. Sure, they get cut down in droves, but with two Finesse attacks using two weapons at +4 on both attacks, my Picts were consistently causing damage to the PCs.

In "The Black Stranger", Howard makes a rather inexplicable comment that the Picts will try to swarm the walls and get over them and if that fails they will use fire-arrows. I suppose it is only inexplicable because Conan suggests they always use fire arrows but the Picts in question hadn't thought of it yet.. INT 8, I suppose. :)
Historically, I believe that most sieges were successful if the beseiger had time (a couple of years) and could outlast cholera etc in camp...
Well how the siege came about was that the party killed several picts in huniting paint. As they fled the Picts wrath the war parties from the two united tribes where raised and fell upon the local villages. The party got caught in on of these villiages as it was attacked.

The attack went as follows, the Pictish shaman bursting the gate with the Burst barrier spell, strange for a pict but thats due to outside interference. The picts then assaulted though the open gate, and would have burst though if it wasn't for the party. The picts took heavy casulties but where beaten back and the door was closed and reinforced.

What would the picts do next, would they withdraw or try something a bit more subtle
They wouldn't withdraw, but they might bide their time and wait for the opportune moment to slay or capture them all, even if they have to do it one at a time. Supply lines being sabotaged and barrages of fire arrows shot over the walls might happen. They now have all the time in the world to set up whatever traps they want in the woods. Unless the Picts insist on swarming the gate over and over again, that fortress and everyone in it may well be doomed. Maybe they can get a dispatch runner to the next fort to send for reinforcements. Hopefully the shaman doesn't have access to the Black Plague spell...

'They fear the black plague with which he threatened us – the terrible black death of the swamplands. When I see a sick soldier I sweat with fear of seeing him turn black and shrivel and die before my eyes.'

Robert E. Howard, Beyond the Black River