Grand Hero Battle - Legion

Good build with Cordelia, just keep her away from the ranged and make sure the others can dance her!

Just a quick overview of the necessary inherited skills and unit commentary:

Xander - Hone Cavalry, Quick Riposte, Luna [Seal: +3 HP]
The star of this team, Xander is necessary in tanking and taking out many of the early Legion as well as the bow user. Luna can be replaced with Bonfire; but any skill that can be used on an enemy phase for extra damage is likely required. YES, SIEGFRIED IS REQUIRED.

Cecilia - Gronnblade, Fortify Cavalry, Iceberg [Seal: +1 Atk]
The Cecilia I used was a 4 Star with +Spd -Def; Iceberg was used to take out the final blue tome cavalier. The tome does not need to be Gronnblade+.

Spring Lucina "Blucina" - Desperation, Moonbow, Blarblade [Seal: Atk Ploy 1]
This unit is the most flexible; as she is able to be replaced by anyone with a similar atk, speed, and res. The only requirement is that they need to be able to ORKO the blue infantry mage at the bottom, with desperation 3! Good units that I can think of include Delthea, Linde, Ursula, Bride Caeda, Olwen, and Summer Corrin. Atk Ploy seal is not necesary, but is somewhat helpful in tanking with Xander. The tome does not need to be Blarblade+. The IVs of my Blucina were neutral.

Olivia - None [Seal: Fortify Res]
The Fortify Res is to add a tiny bit of extra damage. Otherwise, very versatile and easy to use. Does not engage in combat.

Unit Organization: Your Blucina should start in the upper left; Xander in the upper right; Olivia in the lower left, and Cecilia in the lower right.

Turn 1: Place Blucina at the bottom-left defensive tile; place Olivia adjacent and below to her. Place Xander adjacent and below to Olivia, and place Cecilia adjacent to the right of Xander. Blucina should tank both mages.

Turn 2: Use Cecilia to kill the Blue Tome Cavalier; place Xander on the Bottom Right defensive tile. Use Blucina to ORKO the red mage; then without moving Olivia, Dance her to the tile below Olivia [out of range of the leftmost Legion.] Xander should tank the shots from the Archer, taking low damage, and then should kill the rightmost Legion, utilizing Quick Riposte as well as HP +3.

Turn 3: Use your Blucina to kill the Blue Tome mage, positioning her to the upper left of that unit [above her should be a wall. If your blue mage of choice is unable to take out is unit, try another blue mage.] Have Xander move one tile to the left, still remaining on the defensive tile and striking the Legion that has Seal Speed. Next, position Cecilia to the right of Blucina and attack the Legion once; move Olivia to below Cecilia and dance Cecilia; then, finally, move Cecilia to below Blucina and attack the Legion once more. Xander should take significantly more damage, still able to take out both the Legion as well as the archer.

Turn 4: Attack the Sword Cavalier with Blucina, placing her above Olivia. Use Olivia to dance Blucina, placing Olivia right above the sword cavalier. Then, have Blucina attack the Sword Cavalier once more, positioning her on the other side of Olivia. [Above her should be another wall.] Move Xander to below the wall; he should be positioned above Cecilia. Move Celica to the adjacent left of Xander. All 3 of the remaining enemy units should be on the defensive tile.

Turn 5: Place Xander in the very bottom left of the map. Move both Blucina and Olivia one tile down and to the right; Blucina should be in the corner and Olivia should be one space to the left of her. Do not move Cecilia. She will be able to tank the Blue Tome Cavalier. The three units will now split up.

Turn 6: If The Blue Tome Cavalier has not been killed, use Xander to kill it. Cecilia should now kill the Lance Cavalier. Move Olivia and Blucina out of the range of the final Legion.

Killing the final Legion will likely require effort from all of your units. Be sure to use Hone Cavalry/Atk on Cecilia/Blucina in order to have enough to take out Legion, who will likely be on a defensive tile. Xander may have enough damage to take out the final Legion, as well, despite the Legion having Vantage.

This methodology should work very similarly on Lunatic; use your brain!

Celica needs hone atk, Sanaki needs hone spd, nino should have on atk but its not required. Summer xander needs the atk seal and triangle adept 1. Position xander and sanaki need to be in the back. If you have a plus speed nino you can take oit legion on the left immediatly and then place celica to kill the red mage. Then you kill the 2 units that will spawn at the bottom while getting your units oit of harms way and not engaging the legion on the left or archerer on the top. Then make sire while killing these 2 units in the next round you place a hone atk near xander. Then in the next round you use him to one shot the blue mage.

Skill Inheritance
Tharja (+Speed): Darting Blow, Reposition
Eirika: Rally Defense
Azura: Fortify Res 3
Nino (+Speed): Draconic Aura, Swift Sparrow / Fury
Notes: second try with a double Blade team, Tharja will need all 4 stats buffed to ORKO the Aegis Legion, there is some careful reposition play in the end, and some of the ORKOs are pretty finicky regarding total buffs. Also Infernal Legions are fast, you need + speed Tharja and Nino to get the doubles you need to one round them efficiently.

Turn 1: Blade Formation
AN
TE
Nino advances 2 and ORKOs the Legion. Tharja moves into her place.

Blue horse mage suicides into Nino. Reinforcements arrive flanking Eirkia.

Turn 2
Eirika rallies Tharja's defense. Tharja KOs the bottom right Legion, Azura Dances, and Tharja KOs the Left Legion. Nino moves to where Tharja was, and ORKOs the Blue mage.
Red mage trades blows with Tharja, Sword Cav flanks Eirika.
TAN
__E

Turn 3
Nino moves down and left and ORKOs the Red Cav with a Draconic Aura Proc. Tharja finishes the Red Mage. Eirika moves inbetween Tharja and Nino. Azura moves behind Tharja.
Enemy advances from the north, and the final Legion spawns.
AT
_EN

Turn 4
Eirkia rallies Nino's defense, giving her enough of a boost to ORKO the Lance cav on a defense tile. Azura moves down one tile, and tharja repositions Nino out of the archer's range.
Enemy advances
NT
AE

Turn 5
Tharja Repositions Nino to the other side of her, Nino ORKOs the Blue Mage Cavalier. Azura sing's Tharja, who ORKOs the Brave Archer.

Only Panic Ploy Legion remains. The hard part is done. Just make sure you don't start your blade mage in a straight line from him at the start of his turn. Victory is yours, enjoy your feathers!

This map is just all about strict positioning and killing enemies at the right time...
I recommend having TA and axe breaker on Xander so not a single Legion can do damage and survive Xander's double hit.
I gave Camus Defiant atk since he would have less than 50% hp after taking two hits from the red mage. Cecilia has Fortify Cav to support Camus and seal spd to lower the blue cavalry mage's speed at the first turn.
At the first turn don't kill any enemies. if done correctly, no enemies will spawn and the two Legions won't move. The mages at both sides should also be weakened.
Now on second turn, you can kill the blue mage with Xander (yes even with TA because of Cecilia's seal spd + cavalry atk buff) and continue to lure the red mage down. After that the rest should be easy.