An easy way to start is as a wizard, with points into the class ability that reduces mana cost, with fire magic for damage and then light magic to keep allies up. With some luck in enchantments, you can spam multiply-upcasted fireballs and start to really roll over groups of enemies. You can also create minefields for free and then lure enemies into them, or create a minefield before opening a shadow chest.
Other classes seem to be a lot harder without either careful perk choices, or much more care with managing distraction.
It might also be that you're giving up in situations that you could still continue the run from. Do you know that you can go back up to the shopkeeper and get bondage removed? Or that you can get ask angels at shrines for help? Or that the different ways to remove bondage stack together (60% cut + 40% struggle = 100% free)?