This was my first run of this game, after first playing through it casually. I settled on using Cotton (Origin) as she is probably by far the best and easier character to use. Her ability "Shoot" lets her skip using Bazooka on enemies, and can instead gun them down. This means I can save my ammo for the more tougher enemies instead.

I'm not using any real strats, just improvizing as I go, and it went pretty smoothly. Until I died in 4-6, which lost a lot of time, as well as the Final Boss being a pain in the ass for me. But in the end I made it through! It's far from good, but it's not too bad as a starting point.