Dan, probably the best way to go about this is run whenever you can, stay toward the middle, move only as much as you need to so you dont get shot, this will keep all the bullets heading to the same area, and keep more clear space for you to get away from more bullets.
Roll only when you need to. With Muckly at the end, the best way to go about it there is run slight amounts and keep shooting, dont bother too much with grenades, and when you get close to the side, run at the bombs and go into a roll just before you hit the bomb smoke, that way, youll come up clear on the other side with abit of time to spare.
I dont know if you bother to continue or not, but i wouldnt bother, just go back to the start every time you run out of lives and start from the start, its alot easier there, so its easier to hone your skills, and as you get better, youll find the later stages are easier to deal with.