Duo - Duo's nightmares all center around loss. You can pick your poison... losing his friends, losing people he considers family, losing his "partner" (the first Deathscythe)... He also does still sort of see himself as a "god of death", so there's that imagery, too, I can play with.
Piper - Another one with loss, centered around her family, mostly... her sisters, her son, her husband, her mother and grandmother... not her father, so much. She's not super close to him, yet, but their relationship is on the mend at this point in her canon. Also, the fear of forever being trapped in Marina and never being there to see her son grow up is going to be a thing.
Tieria - Failure. Yes, Tieria also has loss to freak out over, but his associates those losses with his own failures. He failed to reboot Virtue, and Neil was hurt. He failed to save Neil from Ali. He failed to complete his mission. He failed in his part of the Plan. Also, while he acts like he's okay with it, the actual process of dying isn't fun. He remembers his "deaths", and those will be making an appearance as well.
Kitty - Being the overachiever that she is, failing at something school related, whether being late, missing class for some stupid reason (on a big test day!), freezing up on a presentation, these are all open for the taking. She's also going to potentially lose control of her powers, and there's the whole "Team gets smashed in a fight" thing.
Keith - I put Keith for last because his have spoilers for season 2. Though, if you've read his app, you're probably already spoiled. First, there are his abandonment issues. Keith has had a lot of people "leave" him behind. So, that's going to be a recurring thing where he feels like everyone's leaving him for some reason. He also is unsure about and partially fears his Galra side because he doesn't know anything about it. He gets uptight when Hunk watches him to see if he's going to turn purple, and often insists that nothing's changed because it's always been there, but there's a bit of doubt, and he gets really defensive when someone points it out to him. So, I'm thinking I might play with that a bit. After the kitty ears event, this'll be a nice bit of icing on the cake to get him started in the ways of Marina's events. LOL
Duo, Keith, and Piper all have some nice flashback, dreamy type materials from canon that I can work from, too. Kitty and Tieria have "current events", but not a lot of "history" to go from, but I'm willing to work with what I know.