I don't really use the battle system all that much but as far as I know they're going to share the same battle characterset if they have the exact same class. You might need to just make copies of each for the characters, so you have one class (Fighter) which has one version for each character you have. So there will be a lot of classes but I guess it will have to do. You can't change just the battle characterset for each.
The classes from Fighter to Thief are all the Male/Female versions of the classes for the 1st character. Then multiply that by 4 (for 4 characters).