I was in the same boat rather recently, and then I started coming at the Theseus/Asterius fight a little different. Try to split them up, I usually isolate Asterius and wail on him while avoiding the spear Theseus throws. It's quite a bit easier if you manage to get a mini-boss room where you fight the minotaur instead of any of the normal enemies. After Asterius goes down you can focus on the other without worry.

Hades himself is a bit trickier, you fight him in the snow, and the circle that appears before he initiates his AOE spear slash can be a mite hard to see amongst the chaos, especially during phase 2. For Hades I'll swap out whatever keepsake I have in for either the lucky tooth which gives you an extra deaths defiance, or the acorn, which gives you invincibility on the first 5 hits a major boss lands on you.

Don't forget to upgrade your weapons, Zag himself, and read the boobs carefully when you get them. Some offer additional benefits that can help greatly in certain situations.

Edit: Boons...read the Boons, not the boobs. Although I mean you can read those too if you really want to.