Dash cancels are something that are able to be done in gun devil, simply press jump after dashing in your direction and it will cancel the dash, it comes in very useful in stage 3 from what I've found so far, could be useful in other stages.

https://medal.tv/games/requested/clips/wGgwphMZPpUQa/d1337GoViT38?invite=cr-MSx5UGIsNTkwOTk3MDIs