I have read that they were Tocharians:
The Tocharians were the easternmost speakers of an Indo-European language in antiquity, inhabiting the Tarim basin in what is now Xinjiang Uyghur Autonomous Region, northwestern People's Republic of China. Their unique culture spanned from the 1st millennium BCE to the end of the 1st millennium CE. Their language is called Tocharian.
The Tarim mummies suggest that precursors of these easternmost speakers of an Indo-European language may have lived in the region of the Tarim Basin from around 1800 BCE until finally they were assimilated by Uyghur Turks in the 9th century CE.
"Tocharian donors", possibly the "Knights with Long Swords" of Chinese accounts, depicted with light hair and light eye color and dressed in Sassanian style. 6th century CE fresco, Qizil, Tarim Basin. Graphical analysis reveals that the third donor from left is performing a Buddhist vitarka mudra. These frescoes are associated with annotations in Tocharian and Sanskrit made by their painters.There is evidence both from the mummies and Chinese writings that many of them had blonde or red hair and blue eyes, characteristics also found in present-day Afghanistan, Pakistan, Tajikistan and Central Asia, due to the populations' high genetic diversity. This suggests the possibility that they were part of an early migration of speakers of Indo-European languages that ended in what is now the Tarim Basin in western China. According to a controversial theory, early invasions by Turkic speakers may have pushed Tocharian speakers out of the Tarim Basin and into modern Afghanistan, India, Turkmenistan, Pakistan, Tajikistan, and Uzbekistan."
But I personally imagine them to be very similar people to Scytho-Sarmatians and Balto-Slavs of old. Pity they no longer exist.