I had presumed that they were deserters mentioned at the beginning of episode ten, right before they found Selyse's suicide.
Initially I was not expecting Aegon Targaryen to appear, but since they're just now going back to tackle the ironborn plotline, who knows. It may be that they'll have the Griffs turn up in Meereen while Tyrion's filling in for Danaerys (I think its still very unlikely since Varys has stated his allegiance to Danaerys). Or perhaps the Company still have some kinda fierce loyalty to Oberyn that would let Doran make use of them in his game.
An aside, I hope we get to see Tyrion managing the Harpies, King Cleon, and the Volanteen navy from ADWD. Hell, they could easily throw Euron in there too. Last we saw, Pyat Pree had taken over Qarth and if they follow the books he should be in Euron's court.
The Company roaming the North, plus their connection to the Martells, would let D&D bring their take on the Dornish plot into the fold with the rest of the series. It felt very insular last season.