Good fun - but I think you should make the hitbox smaller on your hero - and also when he does maybe do some bigger particles and a skeleton or something - I noticed a couple of times I didn't even notice getting hit.
I think it's just because the circle is non shaded while the sprites are . As for the player death, I think just a bigger particle effect would help - currently you kind of see the player disappear (and because of the collision detection sometimes the bullet didn't even officially hit the body) so if you cover it with a bigger "explosion" it might work, or dropping some sort of corpse or skull or something might work too.