Thanks very much for checking the game out, and for the suggestions!
Different enemies react in different ways to damage, but it varies by 'species' - some will always jump away when they're hit (such as the little green goblins and the slime creatures), but others will just take it in their stride and keep coming at you. There is an audio indication of a successful hit on *almost* all of the enemies, but I'll certainly think about adding a flash or something to give a visual indicator too... I know what you're saying, and I was planning to add blood splats - but just ran out of time to implement them. There's a lot of non-essential stuff like that on the 'add if I have time' list!
As to health bars, I personally quite like the uncertainty of not knowing how many more hits it's going to take to bring something down. Health gauges totally work in some games, but for this kind of style I think I prefer keeping it a bit mysterious. Certainly the games that have been the biggest inspirations to me (mostly the Binding of Isaac & Nuclear Throne) don't have health bars, and it works great in their case... will definitely give it some more thought though :)
Anyway, thanks again for playing & taking the time to give feedback!