True with the tools that you described and true for battery operated devices, but for mains powered devices you can just use the Z wave tweaker DTH. This can handle any associations that the device can handle. You just temporarily assign a device to that DTH, make all your associations, then set it back to your every day DTH.
Meanwhile, it’s not even clear to me how I’d assign a non-load RF9542 to dim a non Z-Wave load (like a Hue bulb) through ST, either. (Have I missed some existing smartApp for this?)
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Since the RF 9542 does have a Z wave radio, it will be recognized by SmartThings as an individual device. Then if you are using the “SmartThings classic“ version of the mobile app, you can just use the smart lighting feature to have the devices mirror each other.
I believe the same feature is also available in the new SmartThings Samsung connect app, but the rules engines are different in the two apps and I don’t have the new one. So someone else will have to verify that. If @Automated_House is online, he can respond, as he uses both apps.
As for the minimote, see the following thread (this is a clickable link). In particular, see posts eight through 10 in that thread.
(One very important point: you gave two different model numbers, the 9542 and the RF 9542. The 9542 was a dumb device without a radio, so you can’t use that one for association. But based on the rest of your post, I’m assuming that all of your auxiliaries are RF 9542 ? )