Thanks all for your really interesting answers!
I agree with Quietly and DominionsFan.
I think Big Bless Strategy can be beaten, but not really because they have flaws. It seems you have to try to be Stronger. Most Wendigo's ways aren't specific for High bless and are effective vs non-blessed nations also. I agree F9W9 is bad for scales, but with an imprisoned pretender F9 for vans of N9 for jarls dont force you to have really bad scales.
I played a 4 players Dom2 MP game with F9 Vans. When I fought against the last player (Jotun without bless) he where by far stronger than me. I just harassed him with groups of sailing-stealty-blessed Vans, raising taxes to 200 % and pillaging. After 10-15 turns he manage to catch one of my raiding party. The 15 vans involved in the fight, outnumbered, killed all jotuns easily. We then realized that my sneaking groups were stronger than his army. Disgusted, he left the game.
Small question: if you charm a blessed troop, will it keep its Bless bonus for the fight? Not useful early-mid game, but probably really fun late game
Just a crazy idea: maybe priests able to dispel Bless?