Adventurers are the man thing that they have. I don't find that too much of a problem, personally.
I've only ever played one grigori game. I collected 5 adventurers, and assembled them into a DnD style party of heroes.
I had my Fighter, an Immortal. Focusing on pure power and being the team's tank. He had Blitz and mobility, as well as shock/cover II, combat V, heroic strength/defence I&II
I had my Ranger, a Marksman. Focusing firstly on ranged attacks and drill, later taking defensive promotions. He bombards, and defends, and eats suicidal stacks of doom for breakfast..
I had the Black Mage. an Archmage. Mostly with buffing spells. Enchantment I-III, stoneskin, etc. And also fireballs, maelstrom, and force II. He softened up big stacks
Then the White Mage, a Grigori Medic. he mostly acted defensively. Rarely used to actually fight, but he could hold his own in a defensive situation as needed. I wish medics could use some magic
Lastly, my Rogue. An assasin, then later a Shadow. He focused on rapid movement. Mobility I&II, blitz, commando, etc. When I ran into a big stack, he would take out the mages and other weak things, undermining the enemy. he was also easily powerful enough to crush any silly guardsmen that tried to stop him.
I pretty much focused my entire strategy around this little party. I got all the m aster buildings, and kitted them out completely, with everything. It was one of the most enjoyable games I've ever played.