Hi Jim!
Yes, at the beginning of any turn you can remove any light units that are closer to the baseline than any Persian unit (and not adjacent to the enemy). Even after Persian units go through Mount Anopaea, you may find some of your light units that satisfy this condition. So it is never too late to go tell the Spartans!
On the other hand, I wouldn't remove all the lights from the start. Depending on your hand it might be useful to have some of them, specially the Auxilia, to help the spartiates. When some HI are weak and you have already used Rally, screening these units with lights is a good way to make them stay longer on the board... and be ready for a decisive blow!
And if a Persian player goes through the Mount Anopaea at the very beginning, his units will be an easy prey for the Spartans. I always wait a bit before sending them home...
Miguel