I think that you may want to look at the problem slightly more philosophically...
Do you need to kill the sphinx?
In the long run, you need him to 'dissapear', so that you can win. However, he can't move anywhere. He can't even attack you or try to break the siege. All he can do is sit there.
Do you need the castle?
Unless you're playing the default theme, you can't do build anything with ermorian castles.
Do you need the province?
The pop would be nice, lots of corpses if you can get your dominion along.
The real question you want to ask yourself is this though: will taking the province strenghten you or weaken you? Are the gems, income and corpses worth the exorbitant cost (including the cost of not expanding while you're building a strong enough army) you have to pay to capture it all?
So let him sit there happily. Have a few skeletons guard his closet, while you go and amuse yourself elsewhere. Use your army to capture worthwhile provinces on open ground, where they will be most effective. Eventually (no rush though), you may want to build 1, or maybe even 2 temples in the vicinity. He'll go away eventually. Most problems do.
[ April 21, 2004, 16:20: Message edited by: Firebreath ]