Wu Kong + Sun Wukong : Sun Wukong is a more complete name of the character, and Wu Kong should be kept as an alias.
Set + Seth : Set is the more common form of this god's name. Seth should be kept as an alias.
Orochi + Yamata no Orochi : Yamata no Orochi is the complete form of the name.
Yoshitsune + Yoshitsune Minamoto : This one's a little more complex, as this historical figure's name is usually given as Minamoto no Yoshitsune. Maybe add the other two as aliases?
Cu Chulainn + Setanta : They are the same character, Cu Chulainn as the main name. Setanta should be added as an alias.
Strigoi + Striga : Combine the SMT associations and assets of Strigoi into Striga.
Hermes + Hermes : Like Himiko, the Persona associations of the first should be transferred to the second.
Penthesilea + Penthesilea : Another combine in the vein of Himiko and Hermes.
I've added the relevant information from the duplicate, Persona-specific Himiko page to the more general page. I'm hesitant to touch the other pages as the moment, as I'd like to give those involved int the creation and editing of those other pages a chance to do the work and be rewarded the wiki points for the effort.
I will state, however, that I believe that he Yoshitsune Minamoto page is named correctly, as that is how his name is given in some of the games he appears in and it falls in line with the general standard of the wiki (given name first, family name second).