Refer to this video, by Depravities, for a means to use symbolic links to copy characters over. Note that characters can only be copied from Main->Custom; you cannot copy a custom-created character into the main campaign.
I thought this was impossible until we got something like GDDefiler working, but turns out its pretty easy to do this time around, differing from Titan Quest (that I recall).
First off, if you’re using Cloud Saving, don’t. Pretty sure you can’t do this with Cloud Saving on.
Navigate to your Grim Dave save folder:
Notice the two ‘main’ and ‘user’ folders. Go into the ‘main’ folder and pick a character you’d like to use in a modded campaign.
And, as you may have guessed, copy the ‘_CharName’ folder into the ‘user’ folder.
That’s it, you’re done! You’ll be able to use whatever character you copied over into whichever custom campaigns you wish.
Seems pretty straightforward, right? Well, not quite. As some of you have noticed by now, progress in new campaigns with copied characters doesn’t save! How could this be, and is there any way to fix it?
For some reason, when a main-campaign character is saved during a custom-game, the save is recreated in the main-campaign folder (i.e., ‘main’). So if you want to keep your custom campaign versions of your main campaign characters up-to-date, repeat the above steps each time you exit a session. This does not apply to characters made in the custom campaign itself; they will save correctly.
Let me know if you have any trouble with this or any questions in general! Hope this was helpful! (And hope Crate fixes the saving irregularity)