I'm probably going to play every Nicked mission, but I'm especially excited for Malazar. I love puzzles, especially combined with some mystery elements.
I didn't really found Catacombs to end crazy difficult. With Legacy, I can see it (the floating skulls are pretty nasty), but in Catacombs, you're never really overwhelmed by enemies. There's the Haunt in the library tower, and the big halls are pretty tense with the zombies, but I never really felt like it was "too much".
Malazar's Inscrutable Tower is one of the best FMs there is, in my opinion.
While I liked Catacombs of Knoss, the mission gets a bit crazy with difficulty in the second half of the second mission (just like in Legacy of Knoss). Starts of rather easy in the first mission, and gets to very hard in parts in the second mission. A bit inconsistent in terms of difficulty.
Not gonna lie. I didn't experience the "way too many enemies" in either Catacombs or Legacy of Knoss. Reading it made me apprehensive, but I have to say that I don't feel the same at all regarding these missions. Just in case other people feel put off by the idea. I'm no veteran either.