Congratulations on purchasing some Romans!
It's unfortunate that there are so few original Roman civilians. I second the recommendation of the wise men, Mary and Joseph, the Egyptians, the Gauls, the Good Fairy, and the Royal Mother klickies. I would also suggest the bandits in the Egyptian theme.
Here are some of my klickies, some of which are customs, that could occupy the arena:
First are some patrician women and men, some Greeks, and some slaves or poor plebians.