"Those" sounds better than "them" and "them" might actually be wrong. The problem with "them" is that it wants to be two words at once. It wants to be both a subject and an object: "one of THEM" "THEY who helped" "They" seems like the correct grammatical choice to me (though some might disagree). "They who helped me..." is a noun clause that acts as the object of the pronoun "of". With "those" you avoid this confusion since it can be both a subject and an object. otherwise, sounds fine

If you want to show your appreciation of someone who helped you, don’t say ‘rise like a phoenix from the ashes’ That puts the focus on you and suggests that you benefited from a miracle. Your help when I was at my lowest was critical (to my recovery). I am deeply grateful. Thank you.

The use of worst times in the second example is fine. You can also use ‘when I was at my lowest.’