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Persona 3: Aigis

Persona 4: Naoto

Persona 5: Kinda harder because the characters are way less interesting IMO (less developed mostly): I would say Futaba, I guess. Or Joker, but I think choosing Joker just shows how weak the speaking cast is. The fact that they decided to explore the one-time villains' minds instead of the main cast with the palaces made the characters more shallow. Futaba's palace is one of the best ones because it's a cast member, too bad they didn't do the same with the others.