Vegeta SP is kind of a necessity for this stage, so you're already on the right track using him.
I'd suggest switching Paikuhan SP for SSJ Goku SP for that extra damage.
Your main damage dealer will be Vegeta though so make sure to focus on him and try to keep him alive at all cost.
The ideal team would be:
Vegeta SP
Piccolo SP
Goku(Purple) SP// Switch for SSJ Goku if you don't have him
EX Raditz
EX Vegeta(Green)
Shallot