As soon as you unlock the Dark Assembly, get this party set up:

Lahral

Etna

1 Cleric

1 Warrior

1 Brawler

1 Skull

Equip the Cleric and Warrior with swords, Brawler with fists, and Skull with a Staff. Both Lahral and Etna should use Swords.

As soon as everyone hits level 5, unlock Thief and equip that character with a sword.

Buy any items with Statistician that you can afford. As soon as you can survive a Rank 1 item world, try to capture those innocents ASAP.

The first batch will be good for nothing when created. Do not worry about that feature right now. Work the storyline as you go.