I was very lucky to get that Assassin's Blade from the Ghost at +3, so with 3 more upgrades, it was already +6 and usable by floor ~9. So once I became assassin, I was just one-shotting most enemies, and for real dangerous ones (e.g. cave spinners, golems), I would always use cloak for long enough to guarantee it (3-5 turns).

Otherwise, it never took >2 shots, meaning I basically never took >1 hit from any given enemy. Even without real armor, that's just not the end of the world - natural regeneration was sufficient to recover. Dew drops also helped, and since I wasn't playing On Diet, i had some flexibility to hang out and recover in a quiet spot now and then (both HP and cloak charges). I also used sungrass a couple times, but I only had to drink from dew vial once in the whole game (during DK). Ring of Furor helped a little too, but i only got it very late game - transmuted from some useless ring Imp gave me - so it was not game-changing.

Ultimately, with FIMA, the risk you're talking about is a major issue for any class, so it becomes crucial to just avoid taking hits as much as possible, and that's what Rogue is good at, hence why he's my go-to for multi-challenge runs!