Yeah. Immy is my favorite character in the series. Bar none. I mean, I'm aware people leave her behind because she's like a chipmunk on a constant sugar rush, but she's just too darned cute, and... well, she's family, so... (Shrug)
Anyway, it's true, the bit at the Friendly Arm is just sickeningly frustrating if you don't know what to expect (which you don't.) Bringing Xzar and Montaron along helps sometimes if only because that assassin mage usually hits you with a Fear spell which sends you flying off in a blind panic (you're so weak you almost always fail your saving throw) and then he just has to paste you with a single spell and BLOOP! You're dead.
At least with the extra party members, you can distract him or something to make sure he doesn't get those spells off. Basically, just "surround & pound" until he goes down. And then, yeah, once he's down, you can give the creepy halfling (Even though it's Earl Boen being awesome.) and the creepier necromancer the boot and replace them for Khalid and Jaheira.
Problem is, most people when they first meet Xzar and Montaron will probably be all "These guys are seriously not right in the head" and will just give them a pass, which is basically what I did since... they were SERIOUSLY NOT RIGHT IN THE HEAD. :D