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Group combat
There are a lot of things generally true for any kind of boardgame combat. I will therefore concentrate on purely GURPS things.
On a hex grid, a character has, in GURPS terms, six sides: left front, front, right front, left, right and back. Attacks from left and right (they look like "left back" and "right back", because hex grid) get -2 to active defenses (possibly should be penalized more, on GM options), while the attack from the back hex gets no active defenses. Note that if your opponent uses just about any closed or semi-closed (like the Norse "spectacles", but also barbute or Corinthian) helmet, he gets no active defenses for attacks from right and left hexes. One of the real-life reasons why the kettle hat retained its popularity throughout the Middle Ages and Renaissance is that does not hinder the situational awareness.
One other important thing hexes-wise is that you can, assuming a right-handed character, block only left, left-forward and centre while parrying right, right-forward and centre. Parrying left-center may be allowed even with a shield (GM option), possibly at -2 (another GM option).
Note the fact that most weapons, with the notable exception of swords and two-hands-wielded spears don't allow an attack and a parry on the same round. Therefore, (1) a shield is paramount if you have something other than a sword, and (2) any opponent not armed with a sword has only one good active defense, and that is Block.
The reason why is encumbrance. You can just about squeeze a weapon, a medium shield and DR 2 armor into No Encumbrance. Any useful (DR3+) armor will put you into Light if not Medium, and that's -1 or -2 to Dodge - which likely started at 8 or 9 to begin with. Dodge is better than nothing, but 25% or even 16% is pathetic compared to the more regular 50%.
So, pile up on your enemies and make sure you don't get piled up. As you see now, a sword is a Big Advantage (enjoyed by the Romans) because it gives you a second active defense. And, even at -4 for the second Parry of the round, probably something better than the encumbrance-penalized Dodge.

One other great reason to have a shield is that you now have a Move and Attack option that actually isn't that bad. With the effective skill cap of 9, the chance of hitting is 3/8, not exactly roses. But with a shield, you can do a shield slam - which is a Shield-based attack that does not cause you damage and can knock back or knock down your opponent.

Formation combat
If you read proper books and watch proper TV, you know that people generally fought in formations during the melee era and well beyond.

The problem with the GURPS hex grid is that you don't have direct front, back, left and right. Choose two opposite. For the vast majority of cases, choosing left-right to be straight should be preferred by the GM. Of the two hexes "in front" of the formation, each combatant should be facing the rightmost, having this his left-front and front hexes open to the enemy. This is pretty consistent with the regular "shield foot forward" stance.
Historically, formations were usually deep, both to rotate/replace more forward fighters, to prevent a breakthrough - or just to add the press of numbers. GURPS doesn't really do a good job here, but 2-3 ranks certainly make sense.
The second rank in particular has the advantage of being able to use a Reach 2 weapon (a common spear) while being largely protected by the first rank. This allows really nasty All-Out Attacks to ill-armored locations.

Two perks are well-suited to formation fighting in particular, and these are Shield-Wall Training and Teamwork.
Shield-Wall Training allows not only to offset the -2 penalty to the DB 3 shield, it allows you to sacrifice your Block (makes sense if you have your Parry also available) for an adjacent fighter. A possible GM option is to treat a DB 2 shield as a DB 3 one when used in formation and the wielder has this perk.
Teamwork allows assorted benefits. First, the entire formation acts on the same initiative and, in game terms, in any character order fit - thus representing unit cohesion in game terms. Second, you can sacrifice your Parry or Block against an attack (including missile) aimed at someone behind you in the second rank - for added protection of those All-Out Attack spear stabbers. Lastly, the second rank adds 1/5 ST or HP (+2 for the vast majority of cases) to the first rank roll to resist knockback, Slam and (GM Option) on a Slam. And we already know that +2 is a pretty decent bonus in GURPS.

So, for formation fighting, you ideally need a fighting style which has both these perks as style perks, a sword, a big formation-friendly shield, good armor and some spears handy. Of the "default styles" in Martial Arts, only the Armatura, the fighting style of the Roman legions, has both these perks as style perks - as if all the other elements did not point at them already.
I don't know whether that came from research or someone from GURPS was a fanboy, but the way GURPS infantry formation fighting is set up, legions dominate it, at least at TL2. As they actually did.

SPQR, folks!
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