Don't try it on Diamond for your first run. Pretty much anyone who tries anything on DPPt says it's the hardest set of games to Nuzlocke.
Going into the final battle with Cyrus I had my Torterra, Golduck, Crobat, and Rapidash all slightly under level.
By the time I had beaten Cyrus I had lost my Golduck. I attempt to take on Palkia with my lvl 42 Torterra, he takes the AnceintPower like a champ, but then Palkia gets a critical water pulse on him. In the span of like 2-3 minutes I had lost my two best pokes, I had to run from the Palkia battle (I had added a no legendary rule) just to keep my team alive.
Within a half hour I had lost my Crobat to a random fisherman's Gyarados through random luck and the AI being smart for half a second.
My team currently has a Cherrim, a Pachirisu, a Lopunny, the Rapidash, an Octillery and a Staravia. I'm working to train them all up and take on the final gym.
Now things are going to get challenging.