Not sure how Iagos target is decided, but it seemed to me that he will rather target weaker units. So having him waste the hexing rod turn on Azura or another non-combat unit (rallyman / rallybot) is a good idea.
The mages room by itself isnt that hard if you have a good magekiller, but the reinforcements are troublesome esp. if you didnt expect that many of them to pop
Regarding Hans' room, entraping Hans procs the reinforcement. Most of them have 2-range weapons available, and they do aggro even if the doors are still closed which means you can pick them off before getting into the room, then the room actually ends up being pretty easy.
Regarding exp and training, i kept Shigure's paralogue until the end because its just that easy to get a shitton of xp from it. I played that chapter between Hinokas and Ryomas chapters and managed to get ~6 levels combined for Niles + Nina (both from lv13 to 16, generic enemies were lv14 and lv20).
Kanas and Dwyers paralogues seem pretty easy too even late in the game, although they probably dont let you spread exp as freely as Shigures paralogue does.
Regarding main story chapters, id say 13, 16, 17 (somewhat), 21 (although not much xp is gained due to level design, but the whole freeze everyone thing means you dont really care about ennemy phase and positioning) and 23 are your best bets to have some weaker units level up quickly.
e: with Azura + shelter, you can manage to set your wall 1 tile above the tiles were the door was. This way only 4 heroes will aggro on turn 1, while the other 4 will stay chilling on their starting tile.