I ran into this issue when I ran a mini-campaign for the AD&D players last year. I gave them pre-made characters so they could see how the game system worked. All PCs were level 5, but I stepped up the difficulty each week. Small groups of goblins with an orc commander, make shift barricade/bunker manned with goblin archers/javelins and two orc captains etc. When it came time to make a PC, they had an understanding of what skills they would probably use, not use, would like to have.
It sounds like your group is already beyond PC creation. At this point, you have to keep reminding them "... this is not D&D..." It's a base 100 system; percentile. The group I have now are all level 1 and they aren't having any issues at all hitting other level 1, level 2 NPCs. This last session, it was four level 1 PCs, vs. 6 level 1 PCs and the players did quite well. A couple took some damage from heavy crits, but the others knew to parry, they worked the Barbarian into position for flank and back attacks with a battle axe, while the Romantic parried the flank attack going to the barbarian. One player at full parry with a "token attack at +1 OB" and the barbarian able to focus full out attack +63
The difficulty should be commensurate with the players. I looked at the stats of the players found the highest and lowest values for HP, OB, DB and planned their enemies based on those stats. Some NPCs are on the higher end, others on the lower, but nothing they can't take out with some strategy; flanking, back attack, parry the attacks going to the mage so he can prep his spell, making sure the mage takes cover while prepping his spell, etc.
As for crying about lack of DP for "all the skills they want"... they are focusing on the wrong skills. They need the "live to fight another day skills" first, then extra ranks in the skills they really want to be better at, then the remainder goes to rounding out the PC with skills like Seduction, Duping, Tightrope Walking, whatever. The player buying Seduction... is s/he a Romantic? Dancer? Houri? The cost is a little higher for Seduction than those professions that would probably use it or specialize in it.
You have it right with the basics. Primary weapon (2 ranks per level), secondary weapon maybe (1 rank per level), at least 1 rank in Body Dev every level no matter who you are, Maneuver in armour if they even wear it, General Perception, spell lists for the mage, directed spells for the mage.
I would add to your "must have skills", Stunned Maneuver and Sense Ambush Assassin. HPs don't kill you, crits do. When you get whacked with a "Stunned x# rounds", Stunned Maneuver is big. Not getting caught in surprise or allowing an ambush to get a back attack on you is great.
First Aid is also good to have. After that... there should be plenty of DPs to buy a few of those "I want to have these skills." Each level, purchase a couple more of those "I want" skills but focus on the "Live to fight another day skills" first. Once those hit 10 ranks (hopefully by level 4) there are even more DP available for fine tuning all those "I want" skills they had been buying.
Just because RM lists the skills, doesn't mean you have to buy them.