how do I defeat the worm boss if I die from a blow when his hp bar is on fire
That would be the end of the fight. It means you took too long to kill it. Keep your uptime on the rockets and use the power punch to your advantage when a lot of damage was done recently with rockets to kill him in time.
If you still can't defeat the boss, you can also lower the difficulty. The boss will have less HPs.
Good luck :)