I just cleared Brutal Challenge 4 and that was a fuckin ORDEAL. 10 rounds, each pitting you against 2 or 3 mini bosses that are challenging enough on their own. Even with the ability to pause the game it's really hard to keep track of everything happening all at once. And they hit so HARD!!! Party members die in like 3 hits.
I ended up going for a Barret heavy tank build with as much defense stats as possible so he can use Lifesaver to protect the other characters and then pop Chakra when his health is in the red.
Aerith was there to be the heavy artillery.
Cait Sith was there carrying the utility materia (sleep is so goddamn useful to make those fights less hectic) and also for his ridiculously busted Limit Break 3 (seriously, that thing is guaranteed to hit everyone in the entire arena for 3x the damage cap, sometimes without stagger.)
I'll post the video later. I'm thinking of trying to do some editing on that one. I can't wait for the game to wreck me again in brutal challenges 5 and 6.