I think all of them would have different problems when it comes to their physical, mental and social health. Like Jeff literally gave himself a Glasgow-smile, so wouldn't he loose a lot of blood? And he burned his eyelids up, how come he's not blind already?
Ticci Toby got bullied because of his Tourettes syndrome, but because of Slenderman, he started to develop more mental disorders. He also has CIPA, but because he can't feel any physical pain, it dosen't make him invincible.
I have not done enough research about Eyeless Jack, but I wonder how he would function since he has cannibalistic tendencies... I have never heard of The X, so I can't argue anything about it.