Rarity - Guided Fate Paradox for equipment customization and it’s probably more her game than ZHP.
Applejack - Disgaea 2 for the overarching family theme.
Rainbow Dash - Prinny for being the only platformer, and thus more action.
Pinkie Pie - Disgaea 4 because of promise making sardine loving vampires. Plus, her Japanese voice actress is one of the main characters.
Fluttershy - Witch and the Hundred Knights because Visco and the Hundred Knight are adorable. But they’re also in a game that rivals Soul Nomad as the darkest of the NI games.