Not sure how easy this would be to implement but having an additional button similar to the padlock on characters in the My Team screen that would allow you to flag different sets of characters would be useful (it could even just be a variation of the padlock - press and hold to select different colours). If these could then be filtered in the Team Select screens you could easily navigate to preferred characters for certain levels, e.g. you could give a red padlock/flag to characters that are useful against Baphomet X, then just filter those in the team select screen and avoid all the scrolling.