Also I dunno about links. Can someone point to me the best way to maximise them?
Kanji. He's the character best-built to use them. He has crazy-high strength, innate access to the cry/howl skills to get the most out of links, and exclusive access to a skill that boosts his damage relative to his current HP.
For skill cards, give him double/triple/tetra/infinity link, first star/golden link, shura tensei, and shura revert. Shura Tensei is basically an indefinite Power Charge that can't be cancelled by the enemy, but it comes at the cost of most of its user's health for every single attack. You'll want to babysit him with a dedicated healer to offset that while getting the most out of his exclusive skill. Then, you can use shura revert in emergencies to cancel the state.
From there, just transfer the four link skills onto a persona that absorbs wind, and he'll be perfect. I only had Triple Link, First Star and Shura Tensei for the fourth dungeon boss, and I still beat it in six turns on risky, with Kanji doing at least 90% of the damage.
I need to experiment with it once I get the skill cards, but I think that if you put Kanji in the back row, the additional links don't get attack penalties. So you can have him in the back to protect him since he'll always be near death, and have a front row of death counter/chaser users spamming regular attacks with forked spear to maximize your links every turn.