[Nanya01]

Actually, U-D is only hard in the first round, I have no problem with her in the 2nd round.

heck, other than Chrono and Shamal, most of the characters can K.O. U-D fairly easily. Granted, I have trouble with Kyrie K.O.ing U-D (or even winning at times).

Einhart - Counter stance
Signum - spam her sword fire attack.
Vita - spam swallow flier
Zafira - counter stance and charged Square (just get close without going full on melee range and you'll hit)
Shamal - wind walls are your friend
Chrono - Jinta, that's all you really got against her.
Kyrie - Triangle attacks and if she's moving towards you, charged square

Round 2?

Vivio - play her like you play Einhart and you should be okay. At long range, use charged triangles, then, after you hit, move forward and press grab to do a Divine Buster.
Nanoha - Divine Buster all day, every day.
Hayate - Charge Triangle and Circle attacks at range, when you get her once, just do a FDB to win.
Touma - same as Hayate, but mix in some square at range. And, yes, the FDB does KO her in one shot.
Amitie - if you beat her with Kyrie, just mix it up, she's got no weaknesses here, and a single FDB after taking her to 0 once will take her out.
Dearche - a bit harder, but stick with her charged circle attacks at range, try to hit U-D with the FDB after taking her out once, you'll drop her to like .00001 HP left. Do it again for massive overkill.
Fate - Hard to say, she's the least impressive, over-all of the characters that fight U-D in the final stage. Best thing to do is mix up between long and close range.

As a bonus, I'll throw in Levi and Stern from the previous stage

Stern - Blast Fire and Charged Pyro Shooter until her shield breaks, then beat on her some more.
Levi - two modes, normal and Sprite. (I could go for a Sprite right now), anyway, charged square is your friend (plus Levi goes "FUCK!" all the time when you do that. Okay, she's yelling "Spark", but it sounds like "Fuck", so leave it at that). If you think you know U-D well enough, go Sprite form, use her charged square and triangle attacks to MURDER that Mana bar. Then when the armor breaks, use charged circle attacks to take her out quickly.