Buying Hardy Pioneers is expensive, and building them in your schoolhouses/colleges/universities requires taking one Hardy Pioneer away from tile improvement to train the students, and uses up spaces in the education queue that might better go toward cranking out Elder Statesman. Thus, I would suggest using regular Pioneers to build roads, and once the road is built using Hardy Pioneers to build more time-consuming improvements like mines and farms on it. Why? Because to work a square, you first need to hop onto it, which consumes a turn. So, on the quick setting, building a road with a regular pioneer takes 5 turns (one turn to hop on the square, 4 to build the road), while it takes 3 turns using a Hardy Pioneer (one turn to hop on the square, 2 to build). Thus, the 100% improvement building speed of a Hardy Pioneer falls to just a 60% advantage if used to build a road (5 divided by 3 equals 160%, minus 100% leaves a 60% advantage). And, since the main improvement you should build is roads, especially around coastal cities liable to be attacked during the WoI, and for connecting cities to each other and to native villages, you can use cheaper regular Pioneers for this task, and not squander the double improvement speed of a Hardy Pioneer on non-improvement tasks like moving from one square to another. Oh, and when you've improved all the useful squares around a city with a Hardy Pioneer, and you're ready to transfer it to another city several turns away, it might be quicker to join the improved city, turn your Hardy Pioneer into a scout for the double or triple speed movement advantage to the new city, and then grab some tools in the new city and become a pioneer again.