Simply kill them before they kill you.
Here's a catch all that should sweep the boss rush besides onimusha. 2x black rabbit ring, hornet ring +3, empty ring +3 (or celestial ring if you have it), target shield, onimusha armor, igor mask (or any low speed penalty helmet if you are slow), use Margaret covenant. You've got 4 actions, 5 if you start with andor sword equipped. Swap to jub jub bow and use mad bird scream, use king's command, swap to anchor and use indignation, swap to true vorpal sword and spam ultimate slashes. If you don't have true vorpal, use +5 hans but watch out for cinderella. Second turn, use phalanx and reinforce and continue ultimate slashes spam. Heal if you want to. Everything should die in one slash or two slashes, depending on the stage, which means they never get a turn. Only Onimusha can really hurt you because of her gimmick. Cure yourself after the fight to avoid madness damage and do it again in the next room.
If you really need to take a hit, gear isn't what saves you (besides bunker shield), buffs are. Knight's pride from +10 knight sword halves the damage you take and doubles your hp, that's 4x effective hp. Guarding halves the damage you take again, 8x. Soul shield reduces the damage you take while guarding by NINETY PERCENT. 80x effective hp. And that's not even taking into account a situation where you debuff their attack and buff your own defense so high that they can't actually do damage to you. I'm gonna be honest, if you are having this much trouble with the boss rush then dlc 3 is going to destroy you.