Personally, I find traveling with real people tends to be headache inducing, not only because of the tendency for less-than-prudent tactical decisions, but the incredibly impatient attitude of most of the gamers...
Getting past the background though, I have not ONCE been able to enter a mission with henchmen only. I've heard of people "solo-ing" missions just with henchmen, but I've been kicked out of the mission halfway through loading each and every time I've tried to enter one (with a henchmen only group) and deposited back into town.
Does anyone else have this problem? Are you suppose to only be able to enter missions with real players? I don't believe so, but if it isn't a general restriction... I suppose I'll be paying support a visit.
A

) with henchies, and gotten the bonuses with a few of them as well.