Perfect Play-through

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You can learn E. Skills on two materia at once, provided they are equipped on the same character in slots with growth and as long as they have the same E. Skills on both.

You have to postpone fighting Goda until you have all four and then equip two of them on Yuffie to learn Trine.

For some reason only the first Dragon Zombie you encounter in the right fork path of the Northern Crater uses Pandora's Box as a deathmove, so double equip two E. Skills on one character and one on each of the others.

There aren't much in the way of constriants on learning the others, although getting Midgar Zolem down in HP to cast Beta gets trickier the more powerful you party gets.

Obviously you can't get some without Manipulate, while others require one E. Skill to trigger the monster to cast another.

My favorite trick: casting Death Force on my party when facing Death Dealers, who can cast Roulette that randomly kills itself or the party. The neat part is I also cast it on the Death Dealer itself, so even if it hits itself with the spell, it won't die and can keep on going until everyone has learned it.