Keep them as keshiks. High movement, plus ranged damage, plus they don't take damage themselves (and thus don't have to wait to heal) means that your overall damage output per turn is much higher and more flexible. Plus their existing promotions would become useless....
Keshiks become less dominant against infantry, but I still wouldn't upgrade them. Start being very careful against artillery, which can often one-shot them if you leave them in range. When you can double-upgrade to tanks, it's probably worth doing so.
