For Nero:
Always have Charge Shot 3 against him to take out the lightning. Constant Charge Shot 1 is also good. To make him die more instantly when he loses his cloak hold charge shot and DT, buster him. When he has been bustered use Charge Shot 3 against him while still being in DT and start charging another one and buster, etc ,etc. The Charge Shot level 3 in between is like a recoil against the Blitz so he doesn't take up his lightning as fast. Always save up your DT to the blitzes, it works great.
Dante:
My first tactic to decloak the Blitz included jump cancel, somewhat. Use Trickster and teleport right above his head and use your shotgun, charge shot or not, just use it. When you've shot one time you jump up again and shot again and continue all the time since the recoil for the shotgun in ar ain't as severe as it is on the ground.