Return damage will not activate when Jultan is hit with Critical Counterattacks.
Return damage only activates once per enemy turn and not per hit (as of Patch 1.8.0)
Return damage does not trigger Despair.
Weaken Defense will still activate through glancing hits. This is an exception as other skills that deal damage will not place harmful effects on glancing hit. However, because the debuff is applied through the passive skill, it will activate through glancing hits.