Eh, Zero takes damage like a kitten anyway, so once you get them off your back you can proceed to knock some sense into them. I don't find projectile spam to be an effective tactic against me, as the shrew combination of double jumping and air-dashing can be used to play around the swarm of projectiles.
Also, here's a list of character health ratings if you were curious:
[spoiler]MOST HEALTH first
1.) Gold Lightan ~71,500hp
2.) PTX-40A ~65,000hp
3.) Alex, Tekkaman ~54,500hp
4.) Kaijin no Soki ~52,000hp
5.) Frank West, Tekkaman Blade, Casshan ~49,500hp
6.) Ryu, Batsu, Doronjo, Polimar ~48,000hp
7.) Chun Li, Viewtiful Joe, Ippatsuman ~46,000hp
8.) Morrigan, Saki, Joe the Condor, Jun the Swan, Ken the Eagle ~44,000hp
9.) Megaman Trigger, Yatterman-1, Yatterman-2 ~42,000hp
10.) Roll, Zero ~40,000hp
11.) "Karas Tier" Karas ~37,500[/spoiler]