I would be sure to knock out the Totem and the Executioner.
Of course Lady J too.
The Exe first if you have a choice, he can take away your precious resources.
A decent flurry or a few charges can make him go away fast, just be sure you can take the slow to die strike (because that's what they do, riiight?)
If/when you go after the Proxy totem, it's usually nice to keep lady J away from that skirmish because you usually lose a model when you kill it.
It's worth it though because now you can lure stuff a lot easier.
Luring Death Marshall's can be a pain because you are at par with their modified Wp, so it's just card vs. card at that point. Only waste high cards if it's necessary. I'd just charge or flurry them and kill em so you can get more Punk Zombies, Crooked Men, or Rotten Belles...even a Rogue Necromancy if you're feeling ballsy.
Speaking of big nasty things, Killjoy and the Rogue Necromancy are decent options for a matchup such as that. The latter even more so because of the fact he can ignore Judged and Restore Natural Order. If you use Killjoy, it is wise to keep him in Nico's boosted aura and just use his hook to drag things into melee with you. Use your high masks for Killjoy or for Morty's Fresh Meat spell.
VP wise, I would take bodyguard...announced, because it is hard to kill Nico when he's surrounded by zombies. Lady J should be locked down and far away, at least far enough away so you don't worry about your corpse counters. Belles and Paralyze work well for this.
The other scheme should be something usually relevant to the strategy you drew, such as Stake a Claim if you have claim jump.
Grudge or Kill Protogee are bread and butter schemes to take for Nico.