Marie is hard to disagree with!
Obviously, we should have many more characters face a balrog and die, without injuring it, than wounding or killing one. And I'm happy to discard my idea of Elros, Elrond, and Maedros facing one together (though I still want the twins physically present, if only at the end, and only as pages or standardbearers -- but that's a fight for later).
Still, I want to hold out the possibility of killing one or two -- or at least injuring, like Fingolfin does with Morgoth -- in climatic battles outside of Gondolin, for a season finale or something, rather than having almost all of them get barely-on-screen deaths in the War of Wrath. My first suggestions were just that, rough first suggestions, and every point made against them is absolutely right.
The only idea, however, that I am prepared to go down swinging for is Ingwe. The more I think of it, the more I like it.