Blitz are easy to deal with, at least with Nero. Kinda tricky with Dante, though since you can't just spam Buster. How to kill Blitz with Nero: Charge Shot 3 until electricity goes out. Then do buster on it 3 times while charging CS3. Then release the CS3 and you can do one more buster. That should be enough to kill a Blitz on any difficulty. If not enough, do one more CS3 while it's red.
Mephisto are only a problem when there's like a swarm of them. Their only threatening attack is that where they start spinning, when they do that just run away until they get close, then jump. For Fausts, use Showdown once you've got their cloak off. It'll do great damage if not kill them.