The Grimoires aren't neccessary, but they do make the battle alot more hilarious. The first thing you need to know is that ZEG has an attack pattern, he starts off with Big Bang, does Mini/Toad, which should cancel out because everyone should have Ribbons, Tornado, which'll weaken the party, use Curaja quickly, and then a combo attack. I believe...well, it's not too far off. You don't need to be at super-high levels to beat him, more like 60s. Of course, with a Ribbon and Hero's Shield, it's fun to beat his ass with a solo character.