Keep going to Persephone in the Ruins, with lots of treasure to buy the upgrades. You'll also need the Soul Gem for whichever character you're trying to get them all for. Soul Gems are scattered throughout the game. If you can track down the blue butterflies in the Ruins, each one you get will earn you a discount on the cost per upgrade.
And you can't get every single upgrade available for a character with one figure all at the same time, because you have to choose an upgrade path about halfway through your upgrading. That means your upgrades from that point on will focus on one particular skill set for the character (their primary attack path or secondary attack path, for example).