Have Rosa use Cure4 even when Zeromus because most likely Big Bang will do about 2000 damage while Cure4 can only heal about 1000. I don't think you should use Magic on him because I think he counters with Whirl, reducing your HP to critical. You can have Edge Throw things like Knife, Excalibur or Holy Lance to easily do 9,999 damage. This is a really hard battle; I had only Cecil left when I beat him and it was like: Attack, Attack, Big Bang, Attack, Attack, Big Bang, Elixer, Repeat about 6 times and eventually I won and was shouting "In your face!" at Zeromus.

Oh, and you can also steal Dark Matter from Zeromus in the form where all attacks miss him. I think it makes Big Bang do less damage or something.