I highly recommend using the practice ROM if you're playing on emulator. A simple google search for "link to the past practice rom" will send you to the right place. It allows you to avoid having to make fifteen thousand save states by giving you some flexibility to move between parts of the game and otherwise alter your inventory, etc.

Definitely want to just hammer some runs out, using as many safeties as necessary to survive (not dying is really the biggest thing initially), and then slowly start peeling those back as you get more confident. This is where that practice ROM does wonders. I don't die as much to Helmasaur King as I used to, specifically because of this. It allows me to get the powder later at a more convenient time.