There are a total of 13 playable characters who's Coup de Grace you will need to use (Including your main character).
In no particular order they are:
Luceus
Aurora
Nera
Jessica
Kiryl
Alena
Bianca
Isla
Maya
Doric
Yangus
Terry
Psaro
All of these party members are unlocked through main story progression save one. Psaro requires you to complete a side quest near the end of the game to have him join your party. Just activate high tension with each of these characters and execute the coup de grace at least once for the trophy.