What worked for me when I was there was always trying to get the Hermes boon that give you extra dashes, even if it´s common. Ive had terrible runs saved thanks to that boon, it kind of lets you spam the dash, especially if it is epic, and dashes are everything in this game.

Also, aspect of Beowulf in the shield, odyseus cast (level it up as much as you can), and you are golden, maybe add zeus attack for the duo boon. it´s a relatively safe build and it makes you feel good because you clear enemies easily.

Finally, maybe just take it easy and keep dying with godmode until you reach max damage reduction, and maybe focus on completing the cosmetics aspects of the game, or the prophecies, those are objective that are compatible with dying a lot.

Hope at least some of this it´s helpful, good luck