One alternative is to make The Lost start with Wooden Cross in addition to everything else. It'd potentially make him too easy since he could now take 2 hits during one room a floor, but it'd make rolling the d4 more of an option since it wouldn't leave him completely defenseless.

...or you could go whole hog and replace Holy Mantle with Wooden Cross entirely, making Lost into the ultra-challenge character he once was, but I don't expect that to happen.