Just done this, is easier IMHO. With less characters to worry about, and greater simplicity, plus the extra experience you can quickly build up a powerful character.
I rolled a 24 and started with an Alchemist with max strength and vitality. This allowed me to get a strong character and quickly get the spells rolling, start with Heal Wounds, and quickly get one of the best spells in the game, Blinding Flash.
He coped very well early well early on, with some surprisingly big hits in combat. At around level 6 I changed to a Ninja, all the time adding to alchemy. This allowed the character to hide, extremely useful. I kept the Ninja until I had Asphyxiation and Deadly air which was sometime in the Amazulu Pyramid IIRC. Fire Bomb, Poison gas and Acid Bomb are useful spells too.
After this I took a Samurai to make use of mage spells and build up to Nuclear Blast, plus using the Murumasa Blade and Hammer 1.5, a formidable combo. A short stint as a Lord to build the Priest levels up, and back to Samurai completed the building.