In combat, they prefer to close in to attack from melee, using their ranged weapon if they're too far. They always equip Short Swords and shuriken of (Bad) or (Good) quality and cheap materials. Their high speed rate and multiple weapons ensure that they get quite a few hits between attacks. Their multiple attacks and critical rate also make them excellent Evasion and Greater Evasion trainers; just skip turns (by pressing either s or 5 in the numeric keypad) and let the Asura attack you, the skill will train itself. Just make sure you have an exit to heal, sleep and eat safely.