Ignore all curios is my biggest piece of advice. Except for that, it's just about learning combat strategy and making sure you use the training hall to get all stats up to 10-12 at minimum, and the most important stats (strength or intelligence depending on class) up to 14-16. After you build up a good understanding of how to make good decisions in combat, and which enemies to prioritize killing, it's really quite easy, even in the most difficult dungeons.
When your team start to have their outfits destroyed, that's when the enemies can start to use Equip, and when everything can start to go downhill. Just... Hustle towards the exit as soon as that starts to occur.