>>32443532No Z moves.
No Megas.
If this is your first play through then RESEARCH THE TOTEM BATTLES. Seriously, if you waste your first turn with some of them, they will set up and either turn into a battle of attrition, or just plain wipe you.
I would say allow the EXP share, but only when you are grinding to the next level limit. It is a useful tool that can be easily abused, but in the end destroying your patience while grinding isn't the challenging part of the nuzlocke, and really never should be.