Well, I decided to fire-up NESten to try my hand at a party that I've never considered: 4 Thieves/Ninjas.

This is probably only the 2nd time, in 20 years, I've ever used a Thief, and the first time I'll ever take one through the whole game, let alone 4 of them.

Is there anything I really need to watch out for, or should it be pretty much standard with a few precautions here-and-there?

My Stats as of Coneria:
Rain, Lv.2, Rapier, no armour
Haru, Lv.2, Rapier, no armour
Hero, Lv.2, Rapier, no armour
Baka, Lv.2, Rapier, no armour

I've already found out that a Madpony can 1-shot these guys at Lv.1