With Thor you could probably look at
Prisma's Beatrice for some inspiration, given she has a lot of his stuff. Just make sure to set your versions apart in some way, since a straight rip from canon is never interesting.
Jimmu could have the Imperial Regalia a NPs (probably limited by Class), high-ranked
Divinity and
Charisma and some Skill or NP to represent his divine authority as founder and first emperor of Japan. If you want to set your take on him apart a bit more from other Jimmu sheets you could even give him
Heavenly Jewelled Spear
Amenonuhoko
, the spear used by the gods in Shintoism to create the first island of Japan. Jimmu himself never actually held the spear in life, but you could justify him having it as an NP by a conceptual association of the mythical creation of Japan (the island) with the mythical founding of Japan (the country) that Jimmu carried out.
I have no familiarity with Yudhishthira's legend and with Fenris I'd probably be too biased by my own take on him/her to be of any help, sorry.