I'm playing on "Hero" difficulty. I reached the second zone in the Mage lands, leveled up, and defeated the first mercenary.
https://imgur.com/a/L7FDo8S
Added 24 minutes later
I killed 2 mercenaries, and it turned out to be easier than the previous one. I also noticed that completing the pyramid gives you level 5 Chaos magic. I wasn't leveling up in Chaos, but if you start with it, you can get Shock Earth and Freezing Cold. Also, at the beginning, you get Magic Bolt, and you can logically learn Fireball through Archmages and play as a Pyromancer. Currently, I'm in the 3rd zone in the Mage lands.
I've finished with the Mage lands, and now I feel it will be much more challenging and fun...