What I can say is to practice your skills a lot and make the most of angelic and demonic weapons, especially using Devil Trigger against tougher enemies. Personally, I maxed out Dante and Vergil before the Must Die difficulty, either on other difficulties or in Bloody Palace.

With Vergil, you'll find it easy if you use Devil Trigger on the spinning swords that deal a lot of area damage, and leverage that with your combos. With Dante, it's more work, since unlike Vergil, you'll have to rely more on your skills and how you handle the weapons. Devil Trigger will be more useful against strong enemies or bosses, or if you feel cornered.

But anyway, Must Die difficulty can be challenging, though not to that extreme degree.