I'm not sure I understand how to set up a safe trade route with a neighboring city.  I send a caravan there, and a road pops up, and now the caravan runs along the road automatically -- right?  But I can't assign an escort to the route, it seems.  So sooner or later, a bandit or spider comes along and whacks my caravan.  Now, I could micromanage this by having a unit follow the caravan every turn, but that is awfully tedious.  Is there a way to group the caravan with a military unit while it automatically moves?