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You're thinking way too hard about the danger level. You should
absolutely enchant your gear and weapons, and wear them at all times. In fact I bet the reason you're getting blown to pieces by mines is that your equipment isn't strong enough. A normal mine shouldn't kill you if you have decent gear and decent stats (strength, endurance, etc). Ideally you should have a cloak of fire protection enchanted +5, that should save you from nearly any blast.
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Is it worth getting proficient in a wider range of weapons or should I stick with one?
Stick with one type. Spears and halberds are both "polearms" so training with one will make you proficient in the other as well. I think that's the only non-obvious grouping though.
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What about statboosting consumables.
Most of them I use immediately, but it might be more worth it to stash them away until you have a wand of cloning and can duplicate them.
You can beat the game however you like... theoretically you could beat it wielding nothing but a pair of broken glass shards...