Well, it's the classic poor performance vicious circle that makes everything worse. If you can't keep the henchmen alive, you have to rely on grenades.
No. Grenades make fights easier but you can go through the demo without them. Some players did and asked for a 'no grenades' feat to get some trade-off.
I'm sure you can if you're willing to keep trying each fight until you succeed. I finally passed the 9nth fight with my second character. Even with all 3 henchmen all kitted out, it took about a dozen tries.
In that vein, could you allow saving in combat? It's really annoying to have a really good fight and then have to reload on turn 4 because a lucky crit from a sniper rifle took out the protagonist in 1 hit. Yes, I had the combat helmet on. The RNG is extremely punishing as it is since it's a "real" RNG and not seeded.
Except, and since obviously I don't have a statistically viable sample at hand this could just be confirmation bias, have you implemented some sort of revenge modifier to the RNG? Because it seems to me that if I do really well in a turn, the next time enemies act they score really lucky criticals as well. Whereas if I do poor-average, they also seem to do poor-average.
Also, there seems to be a small bug with looting corpses. Quite often but not every time, my character stops 1 tile away from the corpse and I get the message "cannot reach". Then when I click the corpse a 2nd time, my character moves that last tile and loots successfully. Not a major issue, just a little annoying.