Re: Grinding
You can, but as far as I know it's not necessary to complete to the main quest iirc. It works just like FFT, click on a far away point on the map and you'll trigger a random encounter during one of your steps eventually. If you want to trigger a battle in a specific location, just go back and forth between it and an adjacent point. Bear in mind that towns (ones w/shops) won't trigger battles.
Re: Rune Lancers
I don't think I've stuck with them long. They were useful early on because their class movement type is "swim," so they can traverse water without the need for extra swimming skills. They're proficient in spears, but so are a few other classes, and spears are only useful late in the game when you start getting ones that has the 2-3 range (instead if 1-2) + passive skills.
In this game you can make anyone proficient with a type of weapon or magic (if their class allows it) by purchasing and equipping the weapon/[magic]-augment skill, then raising its skill level. But I'm pretty sure that classes still differ in base stats, regardless of equipped skills, though the the differences are probably less pronounced at early levels. Lancers' magic stat is on the lower side compared to other magic users, and can only use a limited selection of elemental magic, like basic offense and elemental buffs.