At lv1 cap, you have two options after entering Canterlot Castle.
First one is using Death Ring and gain decent attack power, but any damage will cause instant-kill.
Second one is using Hero Mail and gain high Defence, but you need to keep fighting bosses 3 times longer than normal Lv cap. (Hero Mail will be available after defeating Sirens.)

I think basically Death Ring is better for brutal difficulty. Because your pony will die by only 1 or 2 hits anyway even if you wear Hero Mail.
But you can change your equipment anytime by using equipment sets. So, it'll be best if you could use Death Ring while attacking, and Hero Mail while dodging.

Of course No-Damage play is definitely best and coolest, but it is darn hard against Ponyvania bosses after all.


Timestamps:
00:00 Cerberus
01:56 Siren Gem
04:28 Tatzlwurm (I don't know why I used Fairy Tale as main weapon, but Rahab's Flost is far better.)
06:45 The Creature
07:18 Dullahan
08:08 King Sombra
12:01 Nightmare Moon
15:28 Vampire
17:01 Whip's Memory
18:35 Trixie
20:52 Chrysalis