Well, scratch my "haven't lost anyone but the scripted deaths" part. Brought three recruits with me on my last mission, lost two of them. Naturally happened to be the two armed with arc throwers, so I was unable to capture an alien, which is my current side-objective. I seem to be out of the tutorial though, as it's letting me decide what I want to do at my base fully now.
Speaking of characters, though, I now have five who have earned at least one promotion, at which point I customize them. Customization's not as thorough as I'd like - looks like the basic body type is always the same for each given gender, for example - but I'm making do. Two have earned nicknames, too. My characters so far:
Seargent Kanji Tatsumi, "Beefcake." Heavy-class male.
Seargent Chie Satonaka, "Carnivore." Assault-class female.
Corporal Akihiko Sanada. Support-class male.
Corporal Yosuke Hanamura. Sniper-class male.
Squaddie Shinjiro Aragaki. Heavy-class male.
Yeah, I'm basing everyone on Persona characters . Picking which ones based on class, though, which means I'll have to switch to something else once I run out of options for a given class. Which will happen awfully fast if I don't start getting more female soldiers, since Persona casts are about 50/50 male/female. Out of nine other soldiers I have, only one is female, and it doesn't look like I can control which sex I get when recruiting new ones.