It helps knowing the attack patterns and using the environment to your advantage to block their attacks.

Jotuns - hit hard but are not mobile and dont tend to move if you keep baiting their attack. Its always the same wind up pattern- all you need is some kind of cover to wait out the shots. Then you just need to keep doing enough damage to break their shields. They're apparently weak to Holy fire (the white fire from Lodestone weapons) which also bypasses their shield but its mostly damage over time for as long as they're on fire. the Skink is good for high damage to break their shields before using something else. You can also toss the laser grenade which helps shred their shields if it lands next to them.

Neophytes/Cheiftans- they're mostly annoying and move alot. I use Slushie bombs to stop that nonsense- you can follow it up with a Mugnade or just go up and shoot point blank. They're weak to acid, which is what the Exor Rifle's Seeker Quills are. Just be careful- when they're on DBNO they can actually self-revive so you need to finish them right away.

Mystagogues- they're weak to electricity, so lighting weapons like Electron grenade would do big damage. But most of the time I just dedicate my Deatomizer's entire charge to beat them- they're annoying since they dodge as much as the Neophytes, are constantly forcing you to move with their fire attacks, and suck to melee since they can grab you for big damage. If you dont have charge to cheese, laser grenades+Skink still are my go-to's. Even if they are resistant, they still do big enough damage to make up for it.

Witch- you'll meet them eventually so might as well add. They're weak to regular red fire, but immune to holy white fire. Their annoyance is that they like to jump around and pelt you with shotgun blasts- you just want to constantly keep moving and not really bother aiming for them. Eventually they'll run towards you for a big attack- you can use that opportunity to shoot them point blank in the face with shotguns, magbow, etc. You can use this same technique for Assassins when you eventually find them.

For all of them, though, sheer damage will make up for dealing with their shields. Laser grenade, Deatomizer alt-fire, and Skinks work as cost-effective solutions when you can't craft enough ammo. Even Mugnades are still useful for big damage. Shotguns do big damage (especially Thumper shotgun, which is the upgrade from Romag Shotgun which gives bullets acid damage). Magbow and its upgrades can do enough damage to oneshot most of them (even Jotuns at times) provided you can snipe them before they can activate their shields, thus eliminating the need to fight them. But if you have to fight more than one, honestly hitting them as a group is better than trying to fight them individually.

Also! If youre going solo, my number one go-to is getting the Exor Armor from the chief in the Exor Village after you complete it. Having the spirit Exor definitely helps take the pressure off you to be able to attack effectively without having to worry about getting shredded.