If you want to play with more thematic, play with 3 Block decks: one FOTR, one TTT and one ROTK for each player.
At site 9 from FOTR, you can:
- Remove half of the burdens (rounded up).
- Remove all your deck and discard pile and replace it with your TTT deck.
- Keep the FOTR companions (with all their items and wounds), you can play your starting companions from your TTT deck.
It's similar at site 9 from TTT with the ROTK deck.
You have only 9 overall companions for the whole adventure

.