Here is a simple trick to get most of the monsters. First have lots of Capture Stones (or combine all of them) Save before going into a dungeon. Enter a dungeon. Use up all of the capture stone (or use most of it.)

Reset by pressing L1,L2,R1,R2,Select, and Start together. Save. Go back into Quest Mode and load up the same game you just played. Now you have just captured several monsters without using up your capture stones.

This code works in Vs. Cpu or Vs. Player mode only. At the character select screen press and hold R2 + L2 + Triangle then select your character. Continue to hold these buttons until Round 1 appears. While playing, you can use the R2 and L2 buttons to grow or shrink your character!

Tip: Shrink your character so you cannot be hit then toast your opponent with fireballs.

To play as Mufu, beat the game on Easy.
To play as Nork, finish the game on Normal.
To play as Emperor Udan, win the game on Hard.