Hammerers are a type of unit that Great Weapon is standard equipment.
Does the Strength value in their stats already include the +2 bonus of such weapon or not?
(Are they S4 or S6) ?
You can use your shields outside of combat, against enemy shooting and magic. During the Close Combat phase however, you do not benefit from the shields, as they're slung over your shoulder or placed behind you, etc.
If the models were dynamic enough, I think that it would make a very cool conversion to have the Dwarfs running forward with their hammers rested on their shoulders, and their shields up to block arrows. Maybe sort of a Spartan phalanxy-thing, with the front rank having their shields at mid-height for arrows fired straight on, and the ranks below with their shields upraised a bit (not like Romans though) to cover from arrows arched into the ranks.
What Captain said, basically, but just one small addition: in the current edition of Warhammer, they canNOT opt to use hand weapons instead of their great weapons in combat, so they will always be hitting at S6 and without the parry. Previous editions have, however, allowed a choice. It's also conceivable that something might destroy a weapon (though I can't think of anything at present), in which case they may be forced to use hand weapon and shield.
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