Any help those of you who are familiar with playing with Arthur can provide would be appreciated.
Its the right call to staple all your Goddess Icons to him. Really, who else needs them?
His 5 luck growth means he has a ton of good growths elsewhere. Unequip Gamble until his Skill can get rolling. Hero will get him swords to patch up hit issues and get him out of axe lock. Zerker will get him crazy crit %s but exacerbate his own crit-against chance issues.
Speed can be a problem like it is for literally every character in CQ. Consider breeding Percy to give some speed on pairup, and pair Arthur to a speed booster until Percy arrives. Peg. Knight Selena can be a rallybot, too. Or just dump Speedwings on him, since you seem pretty committed to making this a run of JUSTICE.
Bronze Axes can negate crit chance against Arthur at the cost of his own crits and some Mt. It's especially useful early game when you haven't bolstered his Luck yet.
Once he gets going, he'll either be a risky crit god as a Berserker or a reliably beefy front line fighter with great sustainability thanks to Sol. His HP, Str and Skl will be out of control, and his Def and Spd should be at least serviceable. Proc skills arguably do better on him than anyone else. His Skill growth is 70 as a Fighter/Zerker and 75 as a Hero, and his personal Skl cap is the highest in Conquest (+3).
The amount of effort you need to put into Arthur to make him great is really overstated. It basically boils down to feeding him the least-in-demand stat booster and unequipping a skill for a while. Have fun and Justice be with you.