It's important to get at least some of the free exp drops early so that you can save your health scrolls as long as possible. HP = EXP, but things like chests and the egg give you an advantage in that calculation. Always try to drain your HP to 0 hearts before leveling up, and if you have the choice between leveling up and using a health scroll, level up. The more health you have, the more health a scroll is "worth", so saving them as long as possible gives you more total effective health. Also, you want to kill the lich as SOON as you have 10 hearts, or as close to then as possible. That gives you a massive load of experience you can use to carry you through the next few levels without using scrolls.
Very good - that is of course true!
In practice there is very little reason to not blow up the mines immediately when it becomes possible. This is because one has to do it before having to resort to the next health scroll (the XP from the mines is better), and at that point of the game, since one has >= 10 HP, then there are no things on the board that can kill the player at health. (only mimic chest, but it makes itself known on click) So ambiguities are not that important anymore.