FFVI. Vanish/X-Zone....done:POnly for the SNES/PSX version. They fixed that (and the magic block glitch, and the sketch glitch, and psycho Cyan, and Windgod Gau) for the GBA version. Not sure which one Dice is playing.
If they're talking about bonus dungeons, then it's most likely the GBA version. In which case you have even less to worry about in terms of screwage. Just remember to take the Ragnarok Esper instead of the Sword since you can steal more from Kefka.
If you're gunning for the Bonus Dungeons though, you might want to spend some time in the Colosseum farming for top tier equipment like Snow Mufflers for Mog and Gau, and either Genji, Force, or elemental equipment for those who are interested (though you will need to make use of Locke's steal to get the materials needed to get some of those items). As for Esper bonuses, Mag Pow. is still king, wait until either the endgame or level 50+ to start dicking around with the +50% HP (and even then you'll want to wait as close to level 50 as possible since HP gains per level are fixed and can only be modified by the respective Esper bonuses), and don't bother with the others as none of the good attacks/skills run off of attack (unless you're Gau or Cyan), Speed does almost nothing due to the way ATB gains per tick are calculated (if you gotta' go fast, use Haste), and I have no fucking clue as to what Stamina affects or how much it affects it (I think it affects how much health you lose through the Seizure status effect and in that case you want the stat to be lower). As for spell distribution, have at least three different people learn Life 3/Reraise, Ultima, Haste 2/Hastega, and the level 3 elemental trifecta, have at least 6 people (though preferably more) know Cure 3/Curaga, Life 2/Raiseaga, and Reflect, and have EVERYBODY learn Rasp and Osmose (believe me, you'll thank me for this one). Also consult a guide/map as the Bonus Dungeon is a squirrely piece of shit that demands that you follow a very precise order of events otherwise you will get stuck and need to back track through about 3 quarters of it (and its stupidly long and chock full of HP sacks).