Heart scrolls restore your entire HP bar, which means that the higher level you are when you use them, the more powerful they get. So if you want the most bang for your buck you need to level up quickly without losing health.
-Find and kill the Lich the moment you get to 11 health. Since the Lich lets you take mines for 2 XP, he actually gives you more XP than the HP needed to kill him
-Find chests quickly, some chests give free XP
-About this last bit I'm not entirely certain, but I usually don't attack wall until I'm sure I can destroy all of them in a single health bar. This is because while walls as a whole give more XP than they take to destroy, you never know how strong any single wall is, nor how much XP it will give you