Trying something different always deserves praise, so enjoy and see how you get on!
As for critique, Rohan Captains aren't fantastic but Eorl and Eowyn are good choices
Grimbold's upgrade is cool, but consider what you're up against. Str4 will help against d4 or d6, but you could consider modelling your Rohirrim with axes for free and piercing strike for higher strength, especially when considering the below.
If you're giving them shields, remember D5 is only useful against str2 (so bows) or slightly against the rarer str5 (compared to D4 of course) so might be worth, unless up against lots of str2 bows, not giving them shields. This means the risk of piercing striking and increasing your strength by d3 is minimal and removing the shields and helmingas upgrades gives you 40 points to play with.
If you're not take Helmingas, then Grimbold becomes a little pointless unless you want that two handed weapon option or want to start with higher strength (so range of piercing strikes goes from 5-7 instead of 4-6) since he is only f4, d5. Better to kit out a captain if you're set on taking them and getting a horse, heavy armour and shield.
And I know you don't want to take Erkenbrand but…
