Just make sure you save each time in a different slot!!
I chose Abi-Dalzim's Horrid Wilting as well and they survived.
The best tactic IMO is to give them the assignment and just rest in the PLanar Sphere until they've finished the item. This way, you don't have to play a whole part of the game agin if one of them dies.
Make sure that you refuse the third item altogether, then they will all have a graduation ceremony and you will get XP
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Melusine, Archbabe of the OHF and the LH
Your voice is ambrosia