Captain Nightkid's skill can be used early to set up Cocytus, just note that it will take 3 Counterblasts, and having to send Nightkid to the soul somewhat negates the advantage of Cocytus reviving a unit. Three Star Chef, Pietro can be good to unflip the counterblast spent by Nightkid.
Dancing Cutlass's skill will put the Grade 1 you ride in the drop, you might need using Rough Seas Banshee or returning your first Vanguard to the soul to be able to pay Cutlass's cost.
Evil Shade and Dragon Spirit are good units to boost this card. Evil Shade can also send cards to the drop which you can revive by riding a second Cocytus, however, remember not to overuse Evil Shade's skill. Dragon Spirit's skill requires soulblasting but Granblue can consistently fill the soul with cards like Rough Seas Banshee.