Did a solo with hirelings (solo robber with a hireling from each other class) and found out that their costs are capped at 50,000 gold per day so it was not considerably more difficult than a normal game.

Maybe I'll try a solo with Sherman as only hireling (you need him to finish the game). Has anyone done this ?

Another interesting challenge would be setting the disposition to aggressive and keep it all the time, being cautious intead of normal does make quite a difference. Did anyone try this ?

I don't see why a literal solo would be impossible, provided you choose a class other than Robber.

Disposition, as far as I can tell, only affects the number of encounters per battle. At higher levels, an aggrssive disposition doesn't really make thins harder; it just makes battles more time-consuming.

If you're looking for challenges, here are some to try (some spoilers):
* Kill the Cuisinarts without winning any other battle. In particular, the victory message should say that it's your first victory. (I've done this.)
* Now, do the above without casting Frenzy. (Casting Frenzy causes all of your attack spells to succeed for the rest of the battle.) (I've worked out how to do this.)
* Steal Murray's treasure, save the game, and then beat the game afterwords. (Alternatively, get every important stat of every character past 50 after stealing the treasure.) (Note: For anyone reading this who is just playing the game casually and not going out of their way to make the game frustrating, I would advise not stealing this treasure, as the effects of doing so are dire enough to make people quit the game entirely.)
* Steal Murray's treasure, and then beat the game without getting any more permanent stat boosts.
* Beat the game without training your characters. Recruiting hirelings is allowed, but you aren't allowed to train them.
* As above, but do so without hirelings. (I don't know if this one is even possible; it literally means beating the game with a level 1 party.)

Sounds like interesting challenges.
But how much meta gaming will be required? And do you start with lvl 1 character(s) or imported from MM1?