I'm surprised you have so much trouble with the floor 3 bosses.
I usually encounter the Treadnaught and I find that thing to generally be a piece of cake. Most of its attacks are short ranged, and most of its homing rounds are pretty slow moving. I've found the best way to deal with that boss to simply keep running in circles around the map, keeping near the edge of the stage while firing at him from offscreen. The reason that works is because, though he's pretty fast-moving, his turn speed with the treads is absolutely atrocious, so as long as you can keep him rotating, he's at a huge disadvantage.
The most annoying part of that boss are the soldier bullet minion guys he spawns, but you can generally just ignore those usually, or kill them in a few shots.
Actually I think the Treadnaught used to be harder but people were complaining about him so he got nerfed.
The Cannonballrog, he's mostly just annoying. Don't get me wrong I've died to him once or twice, but he's not so bad once you figure it out. He doesn't even really fill the screen with bullets, he just fires them in waves that can be easily dodged with a well-timed roll. The most annoying thing he does is roll across the screen, and that's frustrating because he becomes hard to hit and he's liable to run into you while you're trying to fire at him. My favorite "phase" of that boss is when the screen turns dark and he shoots the huge cannonballs at you. Those things are obnoxiously slow and easy to dodge, but of course you can't fire at him in that form so I digress.
I think I once encountered the "Boss door" as an actual secret boss on the third floor and got absolutely destroyed. But anyway, I find the 4th floor bosses to be much tougher, though they seem to be much more "pattern based" (fill the screen with massive amounts of bullets, leaving only a few small areas to move that you can avoid getting hit), than the previous bosses which are much more "wave based" (shoot wave after wave of bullets, in a semi-random pattern, usually at set intervals). Maybe you find the "Japanese style" boss rooms easier because you've had so much practice with traditional SHMUPS, and of course you hate rolling that might contribute.
edit: In terms of the way to use guns, I pretty much agree with you. I never really worry about ammo. Out of the 30 hours I've played this game, I only remember 1 run in particular where ammo became a problem for me (I had like 5 guns and they were all empty) and that was just bad luck. Generally speaking the way I do it is to try to run each weapon completely out of ammo (or two at once, switching between them), so that way when you find an ammo crate, you can refill an empty gun instead of having like 4 half-loaded guns that you have to choose between. Between the random ammo drops, the gun munchers, the guns you can buy at the shop(s), and the fact that you generally find 1-2+ guns per floor, I haven't really had to be that conservative overall. I'll sometimes use my pistol when the enemies in the room are practically target practice, but that rarely happens on the lower floors.
Some weapons are better for bosses anyway and you pretty much want to waste the whole clip in that fashion (Demon Wang comes to mind).
Overall, I like the ammo system better than Nuclear Throne because you can actually *choose* where your ammo goes, and it's not a coin flip to determine whether you'll ever get ammo for a particular gun again. In NT, even if you win the coin flip, that's still only a fraction of what the weapon can hold, and for energy weapons, that generally doesn't go very far. The full reload thing is really nice in EtG, and I generally find 1-2 ammo crates per floor, not including the ones you can buy in the shop.
In my next post I'll provide some more information on how to find secret rooms. There was a post on reddit with people complaining about how difficult it was to find them after the devs fixed an exploit which allowed you to discover them with your pistol. A dev responded with the claim that secret rooms were supposed to be hard to find, but also giving some tips on how to do it in a legitimate way.
Honestly, you're not missing much. At this point I've been finding ~1 per run, and you'll usually get like half a heart, or a blank, or a key if you're really lucky. I may have found a gun once, but that's extremely rare. It's usually pretty disappointing.