Ezekiel can either be your best or worst character depending on how you use him. Be sure to familiarise yourself with the conditions on his skills.
Unlock skills early:
Alma - Analyse every new enemy you meet and every boss.
Isaac - You only unlock items in the Stash by Mixing in battle (not crafting outside of battle). You can check most of the recipes out of battle in the crafting menu. Recopies involving Dark Matter are only usable by Isaac.
Ellis - Pudding will unlock his 2 extra moves at 10 and 20 attacks. Ellis has a chance to unlock his skills with every spell cast. The maximum casts to unlock all his skills is 30.
Ezekiel - Ezekiel can learn 5 more skills and does so by using Overkill. His last skill is the only multi-target revive, if you are struggling this skill is a must have.
Remember that there are caps to both DEF (80) and AGI (255).
If you're over a cap e.g. DEF take advantage and equip DEF lowering mods as you'll still have 80 DEF.
Remember every time you level up you gain another Mod slot.