I played Dolls when the new set came out, I had a good run with it.
This is the latest version, but in previous versions I ran EX Cursed Armor Knight (40 damage to each enemy, -1 SP for each enemy hit) instead of the Lycan (40 damage + engage) just since I had so much SP and not enough places to use it. Opening is Shade > Magic Doll Undead-, it's cool since if I want to trigger the SS and the enemy isn't attacking I'd just sacrifice it with Undead. If I started playing it again today, I'd swap out Magic Doll -Healer- for Lvl 2 Annarose and possibly swap out Death's Embrace for another Exorcist or Dog Doll.
My only suggestion is to not go overboard with Overdose since Dolls wants to build up field presence. Otherwise, you'll have a strong early game but taper off as the game goes on.