That was a fun OVA. They all are. I'm not sure which one I like the most. But the first one was the ultimate piece of fanservice so I'm gonna call that as my favorite.
This one revealed a bit cool stuff about the past though.
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Nio-chan and Ctes: http://img.imgcake.com/nio/Untitledpngyn.png
BroAndCharAndCtes: http://i.imgur.com/oBQfY.png