Getting a strong party together is an essential part of the game, of course, so as you convince, summon and fuse demons, make sure the strongest ones are in your party. Your other Dx2s will also have their own demons party, and you'll even be able to swap between which Dx2 you want as your leader as you collect more. Make sure to swap between your Dx2s regularly, otherwise they won't get experience, and you won't be able to unlock new skills for them.