Alright, first thing to point out is that the paralogues that show up after Lucina joins are absolutely NOT intended for grinding. Those are how you recruit the 2nd generation characters, and some of them are extremely difficult. Nah's is one of the hardest, Morgan's is probably the easiest. If you don't know how that works already, whenever a female (who is eligible) hits an S-rank support with someone, the paralogue to recruit the child of that marriage appears. All of the females are eligible except Anna, Tiki, Say'ri and Flavia. Those 4 can only produce Morgan (F) with a Male Avatar. Second generation characters are also allowed to have an S-support, but it does not produce a child unless it is with the Avatar.
As an example, on my last run, I had Chrom marry Olivia, producing Olivia!Lucina. (Parent!Child is the notation commonly used when discussing child characters) I then married Lucina with my avatar, producing Olivia!Lucina!Morgan.
Make sure that when you attempt to recruit a child, you pass down skills correctly. Children inherit the LAST skill in their parents skill list (you can sort from the menu), and this isn't locked in until you actually do and complete the chapter. This includes gender-specific skills, so you can get Galeforce on children who would not otherwise have access to it. (Like Inigo, for example) The exception is Chrom, who always passes Aether to Lucina & his daughters (Cynthia & Kjelle), and Rightful King to his sons (Inigo or Brady).
Your team seems decent enough, other than your Cordelia looking like she was either promoted early or had really bad luck with level-ups. I recommend re-classing Panne to a Wyvern Rider if you have a second seal. If you just need to grind some levels, I'd recommend summoning some of the SpotPass teams to the world map (the green ones) and fighting them to level up a bit if you need to.
If you have further questions on any topic, let me know, and I'll help you out as best I can.
