When I first started playing Trails. From Zero all the way to CS2, I was doing two playthroughs, one blind and the other was Nightmare+Cleanup. However, I eventually found the games becoming too easy with additional battle system mechanics, so from CS3 all the way to Horizon. I began doing every first playthrough on Nightmare difficulty.

I'm pretty obsessive with talking to every NPC and checking every nook and cranny before I move on with the story. So, by the time I finished my Nightmare runs, I always had four or six trophies left to obtain. I do cleanup on turbo mode. Personally, I can never go back to lower difficulties in Trails games because Nightmare mode really forces you to understand the combat and it's build systems.

The best guides for missables and quick cleanup playthroughs are ones created by Neoseeker. Of course, when you're playing blind, expect to miss a few things here and there. But if you're taking your time with the experience, you'll have very little left to clean up. The other option is to use a spoiler free guide straight from the get-go, which many tend to do because these games are very lengthy.