Ill only mention a few:

1. Maria: The nun of the orphanage where Fay is from, at first she is just worried for the MC but then love him after the MC saved her, she a sub heroine of the og story whos routes all end up pretty sad. But Fay pretty much gave her the best ending really after saving her. One of the few character Fay recognized as heroine
2. Arthur: One the main protagonist and the one who has the most broken stats, she has communication problem and weak mental fortitude. Anyway, at first I don't really like her because she always seem to gaslighting Fay (though not her intention) she just want to be involve with Fay and dependent on him
3. Yururu: Fay mentor, she has a sad backstory and her stats are similar to Fay. Her fate is pretty tragic in the original game, she is the first antagonist of the first arc I guess you could say, though she was mind controled and all. After Fay save her, she dedicated her whole being to train Fay (oh and so far shes the only one that confessed to him)
4. Mordred: Oh boy, shes... well she was originally a mysterious character that work in the shadow and only appear when certain story bit happen. Ridiculously strong, probably the strongest character so far. But she become obsess with Fay, like almost yandere obsessive because Fay the only one that she think is the same as her
5. Aliceia: A protagonist from like a side story, the little sister of Tlue. In her original story, she met some gruesome and disturbing fate. Like getting her eyes shot, arm slice off, love without 'consent' tragedy, and almost pretty much killed in many of her bad end route. But she was save by Fay and now she's dependent on him, like her whole being is for Fay. She so in love for Fay that she pretty much ignore her original character main goals and she even attack Fay in bed (with Mordred).

(when the MC's group save their first village, and MC saves the young girl)

• As the series goes on, the long epic fights and intriguing plots are slowly whittled away into what seems to be singular chapters. Take the Village Saving Arc I mentioned above, it was a good few chapters despite there being little plot in it... now arcs with serious character development, or incredibly devious foes with Machiavellian machinations, are all handled in one chapter. It doesn't have the grand scale feeling it used to have, and you can no longer sink your teeth into these developments.
• Part of the charm of this series is that the MC manages to be very strong in ways you or the main cast wouldn't expect;
  Oh he has no magic and therefore can't be as strong as regular soldier? MC is just going to train his body so much that he defies logic.
  Oh the opponent has magic that cripples everyone around him? It requires that the other person has magic, which MC does not, so he's immune.
  Oh you can mind control people through the power of suggestion? That requires that the other person isn't already deluded, and MC thinks he's the main character, so he can't be deceived (more than he already has).
  However as time has gone one, MC HAS become stronger and stronger, to the point where he just conventionally fights and wins, and has recently been given magic... it just feels... against the spirit of it all, I suppose?
• There are so many great characters in this series, and they all feel distinctive from one another... but there are so many, many aren't given the time to shine it feels like they deserve. While the character Arthur is laughably left in the dust (this feels like an intended joke), what about the trainee the MC recently took under his wing? What about the 3 sisters? What about the village girl? What about the Adventurer Guild Leader girl from the Adventurer city?
  This series likes to introduce characters, have them become infatuated with MC, develop them just enough so that they're interesting to the audience, and then seemingly forget about them.
• Speaking about things that are forgotten about - it was mentioned that a massive turning point event would happen at a festival in the MC's town, where a new important character (who was the daughter of some big-wig) would be killed and blah blah blah...
  Don't worry about it, because the author certainly isn't, most likely because he forgot about it. The new character hasn't been mentioned since, and the festival never happened, lol.
• Nothing is more disappointing than wanting to read a new chapter, and being handed a "God's Chatroom" filler chapter. Booooo!
  ... Though it's probably fine when you're reading it all at once, and not as the chapters come out.

However, take these criticisms with a grain of salt, it's only 64 chapters in as of this review (basically a introductory amount of chapters for some works). Characters may yet get the love they deserve, and the forgotten event may actually happen, and the pacing may be fixed again.

The MC from the point I'm reading has no qualms in essentially killing himself to win, as because he's under the false pretense that because he's the protagonist, he believes he will never die.

Let's take the time when Fay was saving Maria - he brushed off his own sliced-open stomach as a normal occurrence. not to mention, his shoulders were pierced and the other gashes he had endured on his body. But it was described that he remained inexpressive, and his pain was something that he expected and didn't take too seriously. There are also numerous other events like having the bones in his arm completely destroyed; not just broken, like seriously destroyed. And despite this, he still faced his enemy because he was once more under the illusion that because he's the protagonist (for the novel he transmigrated in, he's not) he would survive. So he once more brushed off his completely ruptured arm as just another common occurrence.