The missions are super fun and challenging if you are around 35 power levels below the recommended #. Just keep whatever highest blue you have for each slot in your pocket so your drops keep increasing, and only put them on once you can't damage enemies anymore.

This is totally true with the exception of the last level. I barely scraped by with 10 below light level. I had to drop even lower to equip my whisper just to help beat the boss, but it was brutal solo.

I made it through most of that mission while being 30 levels underlevelled, but when I got to the final boss I had to throw on a bunch of random Blues to bring myself within 15.

If you really need Orpheus Rigs, you can grab another copy from your collections at your current power level.

SGA right there.

According to Reddit...

Now that random rolls are a thing, it is likely that you will, at some point, get a drop of a weapon that you already have, but with a different roll. Let's say you like the roll of your first gun better, but the second one dropped at a higher light level. Apparently, you can infuse a gun into another version of the same gun without being required to pay any Masterwork cores. It still costs glimmer (and maybe Legendary shards? I'm not sure), but not having to spend masterwork cores on that particular scenario is a nice plus.

However:

I've read that this only applies to year 2 weapons. So if you get a year 2 version of Better Devils and try to infuse it into your year 1 Better Devils, you'll still need to pay Masterwork cores. But infusing a year 2 Better Devils into another year 2 Better Devils won't cost cores.