1. Julius
2. Ansem 2
3. Spellican
4. Anti Dark Coat
5. Xemnas
The only ones on that list that were actually challenging were Julius and Ansem 2. To dodge the black orbs on Ansem 2 I equipped Leaf Bracer and just used various cure spells.
You are only able to carry over spirits. I feel you are somewhat underestimating just how useful this is. All but 3 keychains are easily obtained throughout the regular course of the game and starting with many rarer spirits makes it easy to get certain abilities and commands early.
I just cleared the game on proud mode and found out I can carry over spirits into a new game on critical. Just thought I'd let you all know about this handy feature(yes this thread is pretty worthless).