If you have a group of your characters together, have one of them face away from your enemies. Generally speaking, the enemies that can make contact with the group will target the character with his or her back facing them, therefore sparing your other members from damage.
Leveling up can be a pain, but if you have a character with any skills or magic like Guard Up, Rym Shield, Rym Wall, Attack Block, or others of the sort, cast those skills or spells on a supporting member. You will get 30 exp. for doing so, which will allow you to quickly level up.
To unlock New Game+, simply beat the game. After the game’s ending, save your game and head back to your save file from the main menu. You’ll now be able to reload your save file to start a new game with all of your old characters, their statistics and equipment. Moreover, new areas of the game will be unlocked for you to explore.