Nothing that you can do there, they can only join you when you join or make your own kingdom, unfortunately the whole making your own kingdom is not properly implemented yet so there are many things that don't work as intended.
As for clan parties, they are great if you are part of a kingdom, but besides being part of a kingdom, they don't amount to much, they are VERY unlikely to make you money, but they can actually do so. They will however improve relations with people in the area they operate in. I assume because the parties save their peasants and caravans. To be honest, until you are a part of a kingdom, i'd just not use your companions for that and instead put them in caravans. All caravans seem very profitable, and you can always cancel the convoys when you need the companions later.