I always found the legion really easy to deal with because they're poorly armoured and using melee weapons in a game with poor AI. Kill the one with a gun and just run away if it's really a problem.

But why're we discussing the legion here

Also, don't compare the thalmor to the legion. The Legion make sense, the Thalmor are a mixture of metaphysical buffoonery and contrivances to make them powerful.

Avoiding the oblivion gates and making the moon disappear to get the Khajiit on your side is great, but they've got to be overextending to have any influence in skyrim. Especially when hammerfell did alright and High rock/Skyrim are behind it.