First, study the characteristics of both. The Roman Legion had strict formations and strategies. In a fanfic, you could make a legionnaire the main character. He could be thrust into the chaos of Westeros, with its different houses vying for the Iron Throne. Maybe he uses his Roman military knowledge to train a group of outcasts into a formidable force. This new force could then play a role in the power balance, similar to how the Unsullied did in the original series.
One archetype is the Roman Legionnaire - turned - mercenary. He has left the strict legion life and is now trying to make a fortune in Westeros. He could be a bit of an anti - hero, willing to do whatever it takes to survive. Then there's the Westerosi noble who is intrigued by the Roman military ways and tries to adopt them for his house. He might be seen as a bit of an innovator, but also as a threat by the more traditional houses. And don't forget the Roman priestess - like figure who brings her religious beliefs to Westeros and causes a stir among the local religions.
The Legio III Gallica is another interesting one. In fictional works, they can be shown as being part of important military campaigns in the Roman east. They had a long history and were involved in many battles, which makes them a great subject for historical fiction writers to explore their stories, such as their role in the Roman expansion in the eastern regions.
One great piece of Roman Legion fiction is 'The Eagle of the Ninth' by Rosemary Sutcliff. It follows a Roman centurion's journey in Britain. Another is 'Ben - Hur: A Tale of the Christ' which has elements related to Roman legions. Also, 'I, Claudius' by Robert Graves gives a vivid look into the Roman world with the legions playing a significant role.
One interesting crossover could be the political intrigue. In 'Game of Thrones', the power struggles between different houses are intense. In the Roman Empire, there were also power struggles among senators and the imperial family. So, a fanfiction could explore how the political tactics from one world would play out in the other. For example, the Roman concept of patron - client relationships might be applied to the relationships between lords and vassals in Westeros.
Perhaps a 'Game of Thrones Roman Fanfiction' could involve a character from Rome being magically transported to Westeros. This Roman could introduce new ideas such as Roman architecture, building great amphitheaters in the Seven Kingdoms. They could also bring their religious beliefs and clash or blend with the existing faiths in Westeros. This would create a whole new dynamic of cultural exchange and conflict within the world of Game of Thrones.
One idea could be a story where the political intrigue of the Roman Senate is mirrored in the power struggles of the Great Houses in Westeros. For example, the patrician families in Rome could be compared to the noble houses in Game of Thrones, with similar backstabbing and alliances for power.
Well, it could be a story where the values of the Roman Empire, such as honor and loyalty in the military, are introduced to the characters in 'Game of Thrones'. Maybe a character from the Seven Kingdoms travels to a land inspired by the Roman Empire and brings back new ideas. Or perhaps there are gladiator - like battles in the arenas of Westeros, with characters from both worlds competing for glory. It would be a wild mix of the two universes.
You might also like 'Legionary: The Roman Soldier's (Unofficial) Manual' by Philip Matyszak. It offers a unique perspective as it's written in a way that makes you feel like you're actually a part of the Roman legion. It details everything from training to combat, all set within the historical framework of the Roman legions.
You could combine characters by having a Roman character end up in Westeros. For example, a Roman centurion could be transported to Westeros and find himself in the middle of the War of the Five Kings. He could use his military training to fight for one of the sides or try to find a way back home.