Basic tips

Bosses:

1:03 first boss (use bazooka)
2:55 second boss (use grenades)
6:08 third boss (use auto, for some reason it's vulnerable to that)
9:18 fourth boss (use grenades)
11:51 fifth boss (use grenades)
14:29 sixth boss (use grenades and high jumps)
15:17 last boss (use bazooka, grenades, whatever)

The basement zones with green worms (use fire weapon against them) are just bad luck when you have to choose Up or Down in elevators. If you're lucky you'll not play them. Same are the last rooms in the last scene. If you have bad luck you'll play every boss again. There's no strategy that you can follow during the game to change that, it's random in every playthrough...