| Yewstance |
I used a substitute character for that scenario, but all in all don't remember my group having difficulty with it. (Note if you read through that; I had intentionally applied a nerf to the Animate Dead card to prevent an infinite combo with it. Honestly, it and Robe of Bones are still both way, way too powerful, so I avoided using Nyctessa again during the AP)
The advice I can give is to take advantage of effects and cards that let you place a buff down on a location or to support characters at your location. Safety Bubble, Elemental Treaty, Create Mindscape, etc; as long as you're confident you can avoid damage (which you should be emphasizing your Loot picks to do) then Defensive Stance scenarios are a perfect opportunity to team up for an entire scenario if you can get enough benefits from doing so.
Defensive Stance scenario tests your ability to deal with all types of banes; which means methods of avoiding or dealing with just about any form of barrier are integral. Anything that pushes your ability with noncombat checks or checks against Traps/Obstacles/etc will greatly improve your efficiency. Utilizing some of the anti-barrier loot (Disable Mechanism, Corrosive Sword, etc) along with the damage-resistance loot will provide some great value.
Otherwise, exploration efficiency isn't too important here. For example, in a 5 player party, there's 47 cards in the Siege Deck (+2 extra henchmen after it's finished), and roughly 2 explorations per character in a 5 player team shouldn't be hard with a bit of healing.
Oh, and both Ghoul Square and Scorched Ruins have positive effects; they let you stuff the location decks with defeated monsters, buying you more opportunities to lose card to Defensive Stance rules (by taking damage) and ending up banishing monsters instead of boons.
(In corner-cases, you can choose to have a sacrificial lamb character prepare themselves for combat and effects, then Locate Object the entire Siege Deck to clear it of all triggers in one fell swoop. We didn't do that, but I've done it to some positive effect in a previous Defensive Stance scenario)