As said before, I think that the characters "pile up" and return in each game. The final level of the series could have to do with each character's natural attributes, like Munch being able to swim and Abe being able to possess wildlife. They each could meet at an important point in the area, after taking seperate paths, like a reacter or something.
As far as the Hero Moons, I could see all five alligning at a point of revelation in the final game.
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