Why were the Picts so much more successful when fighting Romans than the (conquered) Celts in ancient Britannia?
Especially as the tactics, religions and many other factors between the Picts and Celts were so very similar?
They weren't. The Romans defeated the Caledones at Mons Graupia and occupied as much of Caledonia as they wanted, withdrawing when the territories held were no longer economically viable.