Alright, let's theorycraft.
First off, they can be merged up like any other unit, maybe using some sort of currency you can acquire slowly over the course of doing like the PvP modes or something. Alternatively, you can just pay for Combat Manuals of them with Feathers or something, but it'd cost a lot. You can also only use these Combat Manuals for merges, and once you can +10 one, you can't get any more.
Second, all three of them would have a Duel 4 skill built into their new weapon, so by default they'll get +5 HP and +2 to all stats, as well as being able to score well. Finally, giving them super skills is fine because you can't fodder 'em anyway. >Alfonse:
Bold Folkvangr: 16 Mt, -1 Special, [Duel 4]. If unit initiates combat or is within two spaces of an ally, unit makes a guaranteed follow up attack and inflict -6 Atk/Def on the foe. If unit's Special is ready, grants +5 Atk/Spd/Def/Res to unit, foe cannot follow up, and ignore foe's buffs to Atk and Def.
Learns Open the Future, Atk/Def Unity, Special Spiral, and Time's Pulse. >Sharena:
Shining Fensalir: 16 Mt, +3 Spd, [Duel 4]. If unit's HP > 25%, grants +5 Atk/Spd/Def/Res to unit, neutralize unit's penalties, and ignores foe's buffs. If foe's HP > 75% or if foe initiates combat, reduces the damage from foe's first hit by 40%, and after combat, restores 7 HP to unit.
Learns Distant Counter, Null Follow Up, Joint Distant Guard.
Anna in the next post 'cause this got too long.