Try and centralize so I can eastern, 'pretender to the throne' its 2 army units, thats all. The battle ends in a second and they loose 100 guys, run off to another province and are instantly reinforced. I surround them, doesnt do anything, I send in 40 units, doesnt do anything, just kills ME with attrition. How the frick do I deal with this?!
Yes, this can be frustrating, especially if you have territories without fortifications.
There are a few strategies that you can use. The battle lasts for as long as both armies have sufficient morale, so:
1.) Allow the rebels time for their morale to return; they will fight longer before defeat
2.) Attack the rebels with forces that have only about half the normal morale.
[You control maximum morale strength with the slider for land forces funding]
Remember that your goal is *not* to defeat them, but to reduce their numbers. That requires a longer skirmish time than you are seeing. A low number of soldiers with low morale can achieve this - or possibly attack them with single units moving separately. A quick victory means - as you have said - that they flee (and resupply along the way). If you choose to address the problem with 40 units, then try to use a military leader with a very high maneuver skill, so that your troops arrive at the destination before the fleeing rebels (very satisfying!).
Do players generally convert populations while doing a WC?
That would depend on the player, and the game. Some players choose to roleplay as narrow-minded Theocracies, in which case converting the masses is 'in character' for that nation. I have deep respect for players who steadfastly convert all their new provinces. That is a significant challenge.
If the Curia is important to your nation, then you should attempt conversions when feasible. More Catholic provinces means higher possibility of gaining a controlled Cardinal - which gives additional infamy reduction.
On the other hand, I try to take a pragmatic approach. I've had stubborn provinces where my new Theologian advisor *died* before the province converted. Lately I had a mission to convert a province where the conversion probability was less than 3%. The only reasonable hope of success was to transplant my National Focus. That mission got cancelled. Often I simply cannot justify funding a missionary for such a long period of time. In the long run, accepting other religions into your national culture can be worth the initial extra revolt risk - though it is a very painful short term.