One thing you could do is replace the pinky with the centaur using a little bit of DECORATE.
A simple DECORATE lump like this would do it:
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ACTOR PinkyCentaur : Centaur replaces Demon
{}
You'd have to provide the sound files too (using their original Hexen names) and you might have to add SNDINFO entries for them - I forget. Some enemies have their SNDINFO entries in gzdoom.pk3 but I'm not sure if Hexen ones do because Hexen has its own SNDINFO. Also make sure that your sprites are PNGs (or in the Doom palette) otherwise they will look messed up in Doom.
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I just had a quick look inside the files. I think you will need this for your SNDINFO
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CentaurSight taur1
CentaurActive taur2
CentaurPain taur4
CentaurAttack centhit2
CentaurDeath cntdth1
CentaurLeaderAttack cntshld4
CentaurMissileExplode impact3
and, obviously, all the above referenced sounds in your file (though some only get used by the centaur leader).
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