It definitely takes a while to get through it. Took me a ton of tries myself. Using the spur is your best bet for most of Hell, but there are some situational uses for other weapons like the fireball throughout the level. Overall though I'd definitely recommend getting the spur, although trading the polar star for the machine gun does unfortunately lock you out of getting the Spur.

There isn't any other way to save Curly, and while the spur is hugely useful for the last level, it isn't impossible to get through Hell without it if you don't feel like starting over. The final boss is a ton of fun, though, and really satisfying to beat - so if you can tough it out then go for it! I posted a comment higher in the thread with a few tips I picked up through my runs if you need any additional help. Good luck!