I don't think Heavy is a good idea. The point of this UU is to be more focused on defending, right? Well... unless the promotion is different in FF, heavy is an all around strength boost, and its movement penalty only applies if the unit has more than 1 base move (this would mean Mobility for a DD) - it wouldn't slow the DD down on roads, and it wouldn't stop it from being able to move twice through hills with only 1 move.
Mechanically, the Khazad are better at balls to the walls conquest than they should be, and a champion with Heavy would make that even more true. Yay, now the core of the midgame Khazad army has +30% universal strength with no meaningful drawback attached.
Giving them CG is good, and might be sufficient on its own. If you want to go further, maybe give them Defensive and... I dunno, a point less offensive strength? It's a heavy handed, inelegant solution, but I really can't think of any other way to make them less effective on offense, since the way the hill movement and road movement bonuses work makes it kind of impossible to make them less mobile (which is what it FEELS like the point of Heavy is, anyway.)