Another way is to introduce some internal conflict within the characters. Maybe a character from Highschool DxD has to struggle with the more complex and morally ambiguous magic of Trinity Seven. This internal struggle can add depth to the character as they question their own values and beliefs while navigating this new world. It also gives readers something to root for as they watch the character grow and overcome these challenges.
Give the characters new goals and motivations that are relevant to the fanfiction's plot. If the plot is about saving a combined world of Highschool DxD and Trinity Seven, a character might be motivated by a desire to protect their loved ones from both universes. Develop their backstories in a way that ties into this new motivation, showing how they got to where they are now. This makes the characters more three - dimensional and engaging.
To create engaging characters, you can start by combining the traits of characters from both series. For example, take the boldness of a Highschool DxD character and mix it with the magical finesse of a Trinity Seven character. This creates a unique blend that readers will find interesting.