This is another area where you're at an unfair disadvantage.
A human player will leave them unescorted, and reload if they're eaten. It's just human nature: AI's have more fun losing then humans.
One turn at a time and recalculating is probably the best chance, followed by giving pioneers good sight radius. Pioneers are largely early game units, so AI times won't be that long in the start of a game.
That Pioneer death= respawns after a few turns idea is great though, and might be the best solution. This would also keep humans from saving/reloading, and not cripple an AI in games where it loses and the player doesn't.
I also like the pick a square, and have the town form a few turns later. If the town is attacked while forming, it disappears, and monsters can attack, but the unit doesn't have to physically travel there. You'd probably use your scout as a garrison until the town is formed.
Are either of those last two ideas viable on the game design front? They sound really neat.