Children of Morta Guide

I would recommend concentrating on progressing through the main quest until you've got most or all of the characters unlocked, which should be around the beginning of the third chapter or so. It's much easier and faster to power-level a new character in the later maps than it is to keep everyone at the same level the entire way through the game, so I'd pick one or two of the early characters and just rush through the story missions until you've got everything in the house unlocked. The game becomes much more interesting to play once you actually have all your abilities and power-ups, so don't bother grinding low-level content while you're still basically missing half of your toolbox.
Characters that are used for multiple runs in a row get a debuff called "corruption fatigue" which reduces their maximum health, but it's not really that big of a deal. Unless you die a lot, rotating between two characters every two or three runs is usually enough to keep it at or close to zero.
You'll want to spend some time with each character because they all have universal passive skills that you can unlock. Some of these really help in later areas.