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mimgrim
Riki: Always take Lurgy, Freezinate, and Burninate. For story content your best bet for the remaining slots is probably Bitey Bitey, Sneaky, Tantrum, You Can Do It, and Happy Happy, but you could maybe make an argument for Behave. 3/5 stats for Hero Time don't matter much so it's not worthwhile for story content, and with Dunban in the party he should rarely if ever have aggro so no Riki is Angry. Peekaboo is sorta-okay for a while, but you're not there yet? You might be by now, actually, since you were at Prison Island a bit ago.
Dunban: Assuming you're not controlling him, you want Gale Slash, Electric Gutbuster, Worldly Slash, Soaring Tempest, Steel Strike, and... hm. His auras kind of depend on your setup and level/skills, but for where you are I'd say Peerless and maybe Battle Eye, though the haste and evasion auras aren't horrible options. I generally pass on Heat Haze, Dunban's basically the best tank around (Reyn has more base HP and better aggro gen, but Dunban deals more damage, especially as an AI, has better evasion, and has some decent utility benefits). I usually round it out with Demon Slayer, but I don't think you have that yet? Don't bother with Thunder if he's on AI.
Melia: Summon Earth/Ice/Copy, one or both of Bolt and Flare, basically everything else besides arguably Power Effect has some situational value. I tend to skip Spear Break and Starlight Kick (topple/daze are super broken and basically turn UM/boss fights into "whack on the helpless creature until it dies" after a while), Aqua's meh, Wind is pretty situational, Shadow Stitch is extremely situational.
Don't be afraid to run less than a full set of arts if you don't think it's worthwhile, or if the AI is dumb when it comes to certain arts. A couple characters can basically get everything they need out of 4-6 arts depending on the situation.