It's important to get at least some of the free exp drops early so that you can save your health scrolls as long as possible. HP = EXP, but things like chests and the egg give you an advantage in that calculation. Always try to drain your HP to 0 hearts before leveling up, and if you have the choice between leveling up and using a health scroll, level up. The more health you have, the more health a scroll is "worth", so saving them as long as possible gives you more total effective health. Also, you want to kill the lich as SOON as you have 10 hearts, or as close to then as possible. That gives you a massive load of experience you can use to carry you through the next few levels without using scrolls.