use the melta stubber (on the 1 key) and the battle cannon (right mouse button) the most. The melta lance is nice damage but has a big cooldown while the melta stubber can be used continuously as a channeled spell. Use the void shield when needed and if you take a lot of damage clean out the area and wait a few seconds and the life will start to regenerate.

reduce the diffiulty to the lowest. You dont recive EXP/loot during that mission anyway.

The battlecannon is used against grouped up enemies, it oneshots most packs.

The stubber/lance cannon is good against enemie elite types.

The cooldown is just 1 second, so you can use the lance to snipe enemie boss types before they shoot at you

Other than that, just move to your objectiv, ignore most enemies.

Its basically impossible to die in this thing unless you play on eye of terror and beeing afk.

Right now, you can get "expirience" so you level up, but this doesnt transfer to your character. but the knight heals itself to full life.

It also heals over time if you dont recive damage for a certain amount of time.

Stomping over enemies also helps