Reddit mentions of COMIART A4 Self Healing Cutting Mat PVC Double Sided Engraving Board 3mm Thickness 11.81"x8.66"x0.12"

It takes a lot of time. You need the right tools. Id' have an exacto knife, some clippers, some files, a good glue, and probably some gap filler. Oh, and a cutting board to work off of.

I linked some examples to give you an idea, you can feel free to find a particular product that works for you, although I do really like the Tamiya glue. There are a lot of little pieces so some people might like some tweezers as well. I use cupcake wrappers to help keep the pieces in one place as I'm assembling and keep them from getting lost. I'd recommend not working over carpet as a dropped piece might get lost forever in there.

As others have said, Vibrant Lantern has some great build guides, which are probably required for more complex models like the Phoenix.

Otherwise, don't let the amount of sprues overwhelm you. Pick a miniature to assemble and finish it before moving on to the next one. Most of them are fairly straightforward. I would really recommend you take your time in assembly, as getting the edges filed and gaps filled will pay off in the long run - nothing worse than a well painted model with gaps and mold lines showing. There are plenty of videos out there on how to do this if you aren't sure or just want some additional instruction.

Start with the White Lion and starting survivors. The Screaming Antelope and Butcher will be the next ones to tackle. All of these are fairly easy to assemble.