Seriously, the Penguin mech boss (Weapon Testing Site) is ridiculously overpowered. All attacks are single-hit, dodging the rockets is nigh impossible (and they are also single-hit), and the Overload attack is nigh-undodgeable and each blast takes out half health.
Try to hit the rockets with a rapid fire mid-to-long range weapon (such as a lightning knife or a machine gun). Also, get your ship upgraded til you get a crafting station in a small room and craft a portable pixel printer there. It allows ya to craft some pretty damn powerful healing items. Alternatively, go tear down plants in a jungle biome. They frequently drop items needed to craft medkits.