NeroFest

To be perfectly honest,due to wide variety of servant Class,Berserker would be the universal choice.Otherwise just use servant with class advantage for each round or use Ruler like Martha(Summer) or Jalter.
More info here: https://grandorder.gamepress.gg/event-guide/nero-fest

At least for the challenge quests, by the looks of things you'll have to diversify. There aren't any group of servants that are universal. For the closest thing, just look at the upper ranks of any 5 star tier list you can find.

Solid frontliner and immortal backliner strongly advised. Mostly this event is pretty hard and for newcomer the difficulty is harder, so servant with nice durability and nice utility skill is a nice choice to pick. For some example Waver( no need to explain ), Jeanne ( team survivability ), mashu ( great servant with zero cost ), OG chu( immortal doggo ), Gilgamesh( because he is a freaking Gilgamesh ), Hans( poor mans waver ), and servant with class advantage of course.

Servant to prepare Euryale for exhibition match against Herc, Medea and Irisviel against Assassins Brotherhood, Good AOE saber and D'Eon(for taunting) against Shishou and Cu Bro, DOT or Defend Piercings(Emiya) against Sumanai, Good lancer for Gilgamesh. Let me warn you that revive command seal can't be use for exhibition match

Since the challenge quests greatly vary from each other, some servants will perform better than other.

Great DPSs are universally great. Some notable examples are Jalter, Gilgamesh, Raikou and Ozymandias. Supports are also great, notably Waver and Mash. Stall heroes like Cu FSN and Heracles gets praise against solo enemies.