For Cecil's Nightmare, use Thragg, General Kregg, Armoured Atom Eve, Atom Eve, and your strongest hero.
General Kregg and Armoured Atom Eve grant shields at the start of each wave, and those shields reflect enemy attacks back at the enemies. Make sure General Kregg's 2nd skill is at least level 3, or the starting shield won't activate. I find that, that's enough for me to clear 3 stars for all stages.