Footprints would be neat. You could have the amount of time they stay visible depend on the terrain, so tracking someone in snow would be easier than tracking in the mountains. Also, you could have enemies make use of the trails as well. So a group that can’t see you yet but which has spotted your trail will follow the trail in an attempt to reach you. So a slower group might catch up to you again if you’re not careful. Similarly, if you’re chasing a group that does not want to fight you, you could have them switch terrain types in an effort to cover their tracks.
It’s a shame that Conquistadors didn’t sell that well, though. Although they’ve just announced a sequel so maybe they still made a profit.