Yes it's worth it. There are Malachite ore veins in the cave, which means you could get up to 4 Malachite gems if you use save-reload. There's also a piece of the Scorpion Set and a Dragon Skill book.

1. Laura -
Facing the giant statue at the entrance to Broken Valley, look right, she's on that ledge.

2. Arthur -
In the section of the Fjords between the sea and Champion Harbour, look for a ledge in shadow on the right hand side which has a goblin hut. and a trap door. Enter there and rescue the man at the end.

3. Dead Guy -
Facing Champion Harbour with your tail to the passage to the sea, follow the edge of the anti-dragon bubble to the left to a ledge with a teleporter on it. Above that is a dead guy with a piece.

4. Dead Guy -
Following the road between High Hall and the Red Ore Mine, look for a wyvern nest above the path. He's in one of those. Look for a wide ledge.