Actually, the Persona games really discourage grinding, considering that the experience you receive scales depending on your level. This is especially true in 3, since you can only explore the sections of Tartarus that have opened up depending on your progress in the story. Don't get me wrong, there are still a few bosses in each game that are absolute motherfuckers, but it's more about figuring out the right strategy rather than just grinding out levels.
Nocturne, on the other hand, basically hates you and wants you to die horribly. Fuck you, Matador.