About Nero Fest

You don't HAVE to roll event CEs for any event unless you want to clear the shop. If you want to save for Babylonia, don't roll for Nerofest.

Depends on how much you need to grab materials in this NeroFest event.
It is recommended to roll in my opinion because this event has 20 Secret Gems for Sabers/Lancers and Riders. And Nero Bride is also a pretty saber.

Babylonia Release's pool has slightly better servant to roll (Enkidu as one top Lancer and Caster Gil as top SR support, and Medusa Lily as Anti-Male to team with her sisters). Also CEs for that pool is amazing. Demonic Bodhisattva is quite decent for servants like Arash, Room Guarder as SR is also great because almost every star adsorption CE are great.