If the Imams prohibited following them, then why do we follow them when our books are full of their sayings? And is one who imitates Imam Abu Hanifa sinful for not knowing his evidence, as he himself stipulated?

The prohibition by the Imams against following their opinions is directed at those capable of understanding and extracting evidence. As for those who are not capable, it is permissible for them to follow one of these Imams. Ibn Rajab al-Hanbali clarified that Imam Ahmad used to discourage relying on the opinions of jurists and instead commanded engagement with the Qur'an, Sunnah, and the traditions of the Companions and Tabi'un. This was for those who had reached the pinnacle of knowledge in these matters. However, for those who had not reached this level, there is no sin upon them in following. And whoever follows an Imam, such as Abu Hanifa, without knowing the evidence, and is an unlearned common person unable to do so, there is no blame upon him. He should ask those whom he trusts in their knowledge and piety, in accordance with the Almighty's saying: "So ask the people of the message if you do not know."