How about making it so that when a skirmisher attacks, it loses a movement point. That would add some risk with using skirmishers, and alleviates the problem of having a unit attack and disappear without any chance of being hit. They can still be used with hit-and-run type attacks, it just takes two turns to complete the hit and run. You could still keep the 4 movement, to help them get around. Once you start attacking with them, the loss of a movement point on attack prevents you from abusing hit and run.