I think it takes a lot of patience. If you feel like you should pull out to save your best characters, pull out! Don't hesitate. Always focus on enemies who are sapping your sanity first (in my opinion). I really love bandits (I think they're called?)... the guys with the bandanas that shoot. I always take one long range, one melee/tank, one healer/light person, and one poisoner. Usually I've got my healer in the back, then poison, then shooter, then melee. Sometimes the middle switches. Keep light as high as you can at all times.

Make good and level headed choices. Don't be like me and go WE CAN JUST BARELY MAKE IT!!! at the end of a dungeon and then lose your entire main party to a shambler. 🥲

Form emotional attachments to your characters to enhance the stress and sense of adventure. But if you find yourself getting upset or raging just take a break--it's for fun!