Lower the Blitz "electricity shield" quickly by use charged pistol shots with Devil Trigger activated. The most effective method is as followed: charge a shot, go into Devil Trigger, release a shot or more, turn off Devil trigger, and repeat. This will quickly give you Super Smokin Stylish before his shield has even dropped. This will work even with a level 1 Charge Shot, and is more effective at level 3. Once his shield his gone, use Devil Trigger again, then use the Devil Bringer to devastate him. Three throws should suffice to send him into "red mode". Once he goes red he will attempt to grab you and suicide himself to significantly drain your life and possibly kill you. Shoot normal shots at him to get more Smokin Stylish points at this point, and finish him off easily.
To defeat a Blitz as Dante, use Royal Guard style along with the Gilgamesh gauntlets. While the Blitz is in his yellow "electricity shielded" state, get near him and quickly press + repeatedly to perform a punch and cancel it with a Royal Block. Think of the move as the attack and try to constantly use + repeatedly. You will raise the letter grade of your style meter with each hit while quickly lowering the electric shielding. You are basically hitting the shield yourself, then blocking that hit so fast that you cannot see it happen. Again, just press + at the same time. This might be somewhat tricky at first, but eventually becomes easy. Once his shield is lowered, immediately switch to swordmaster style and use Real Impact uppercut with the Gilgamesh gauntlets at least twice. Throw in a Kick 13 if time permits and/or a Shocking. When he goes into his overdriven "Red Mode", immediately switch to Lucifer and perform Bondage. If done correctly, you should finish him off and get a huge stylish ranking out of one Blitz.