Blood Abilities can be used when running from Nightmares. For example, Sleeping Beauty's Rose Arrow will temporarily stun the Nightmare on hit, and Kaguya's Bamboo Guard can block one attack from a Nightmare when running during a Murder Hunt.
Boss Killer
Similar to the above, but instead of running skills like Amber Red that hit all enemies on the field use Rage Rush instead. In a normal battle with multiple enemies on the field it'll attack them at random, but during a boss fight there's only the one enemy on the field, which will be hit multiple times for massive damage.
Early Weapons and Armor
After Chapter three, the Jail Tower area will open up. While it's clearly intended to be an endgame dungeon, you can exploit it for items and weapons. Enter when your Libido gauge is near full and save near an item spawn point. Select the Merchant Encounter Up on the roulette wheel and then walk around until he appears. The weapons, items, and armor he sells will all be endgame or near endgame quality. While expensive, even a single weapon can turn a Blood Maiden into an engine of destruction.
Experience in the Jail Tower
Once you can survive a few fights in the Jail Tower, you can rack up some good experience there. However, the enemies on the first floor give poor experience, rush to the second floor to start farming.
Greed is Good
Want items and money galore? Class change Snow White into an Item Meister early on and put points into her class abilities to increase item drop rates. Sell whatever you don't need. Additionally, you can change Sleeping Beauty into a Blood Hunter and put points into those class abilities for increased money.
Meat Shield
Class change Alice or Cinderella to a Paladin and have her learn cover. Equip Agility boosting accessories to raise her speed and have her use cover to protect the rest of the party from most enemy attacks. Cinderella technically makes for a better Paladin since if you use lick on her you can get a heal, but there is no real best class for a Blood Maiden or Blood Maiden for a class.
Total Enemy Party Kill
Class change into Speed Gunner as Sleeping Beauty and/or Kaguya or Marshal as Alice and/or Cinderella. Use the Merchant trick in the Jail Tower detailed above and buy a Proto Gun for a Speed Gunner or a Howl Eater for a Marshal. Have the Blood Maiden in question learn an AoE attack such as Amber Red and put extra points into it. While the 31 MP cost of Amber Red is expensive early on, the high damage and speed of the Speed Gunner and Marshal classes allow you to destroy all enemies in one or two turns, assisted by an overpowered weapon equip. Make sure to keep careful watch over the Corruption level. Blood Maiden running a setup like this move faster than Jack, meaning they can Blood Skelter before you get the chance to clear it. If they go Blood Skelter and use AoE attacks on your party, it's going to hurt.