I agree with your choices. There are other interesting characters like Shahrbaraz and Bahram V but I think the 5 you chose are the best options.
Ardashir I should have a bonus related to civic centers and temples.
Shapur I should have a military bonus, maybe something for the cavalry.
Shapur II "the Great" should have a bonus related to fortresses and towers.
Khosrow I "the Just" should have a bonus in training speed from barracks and stables.
Khosrow II should have a capture bonus or a territory bonus.
I'd be fine working on that instead, what were you thinking? Just a basic civ that someone would look through themselves, or like more like a tutorial?