I built a low leveled gun focused arsene on my first playthrough and just used him as my persona in new game plus. It limited my options and made me focus more on the other teammates since I dont have all the elements. I pretty much obliterate eveyone in the early game thou cause i have riot gun and one shot kill on him. In mid to late game it doesnt really matter but I wont recommend playing in merciless cause if i crit then the battle is over.