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Basically, you want to prioritize Gunpower when leveling up, followed by Resolve (maybe go for 50-50 in both). Don't put any points into Vigor at all, it's never worth it. Moreover, you need to do Mutt's quest ASAP (it becomes available after delivering 1 ship part, he should appear right outside the crash site's eastern exit), the reward is Heart of Fire which is a module that gives +Suit Level to your Gunpower, it's a massive DPS boost. Note that the quest is missable, it becomes unavailable after delivering 4 parts (or maybe even 3, not sure).
Apart from that, don't use any heat reducing modules, just spam rockets, don't bother with the basic blaster, and once you run out of energy just spam the Painwheel melee weapon, it deals ridiculous damage when you're overheated and it's still practically a ranged weapon, so not risky to use at all.
The bug gun (Skab Device) was apparently insanely broken in the release version but has since been nerfed. It's still good for a couple bosses like the Ogre due to its high DOT, but it's weaker than the rockets when you just need some quick burst damage.
More MP means more missiles means more consistency at range and also easy overheat to get bonus damage out of melee. More stamina means more melee and movement in a pinch. More HP means an easier time managing the Berserk module once you find it since it activates once you've lost a flat amount of health, not a percentage, and with that on you can pretty much play how you want without being explicitly punished by the heat system.
After beating the game, I cheated for a ridiculous amount of Gunpowder levels at the start of the game and found that it barely helped at all. It's good to get a couple levels early before you get modules, but what matters most is that you are leveling up at all since that controls how many you can equip.