I am kind of tempted to ask for Warring States era tower shields to make Chinese Shield specialists troops. But since you guys are dead set on making Greeks, given one of the main difference between their troop types was their shields, I recommend making all the Greek shields separate and putting all the weapon and head options you can in the main Greek set so you only have to do one infantry set them, that way you don’t need to do a ton of Greek sets with different shields, etc. and can focus on other cultures not done yet like Egyptians and Chinese.
Too be honest the place you should have done this the most (outside of dark ages) might actually have been the conquistador set or even just sold the pike and long sword sprue separate (though admittedly the sheathed swords would have been missed).
A good fantasy shield set or two might be nice (maybe something with scales, wood planks and hides for barbarians type cultures like the lizardmen and goblins, maybe something more civilized for the others, maybe something in disrepair for undead).
Shields could also been done separately for Middle Ages subjects if you ever start doing that.
Also for a riot shields like the others suggest, I think that’s not a bad at all. I recommend a dead simple ballistic shield design for a sprue of them so you don’t have to do weird stuff with the plastic and because it would be a touch more versatile (ie, not only could you use it for modern and Sci-Fi, but you could also use it for various fantasy and Pulp/weird WW1/2 settings as well):
Metal Gear example is pretty good too: https://metalgear.fandom.com/wiki/Ballistic_shield
And of course real life examples, basically a tower or Roman rectangle shield with a slit up top to see through: