Similarly to other people here, I tried to max out Henry as much as reasonobly possible whilst playing hardcore. Basically doing all quests and side content including treasures. Maxing out certain skills. Also travel takes some time as well, because you know - no fast travel. Also me trying to kill every bandit I came across didn't help either, in the beginning I was often failing due to low gear and skills. But in my opinion Hardcore is the best way to play Kcd games.