Yeah, SteamWorld Heist does take some getting used to. The highest I can manage is Regular, and in the later stages I struggle a lot (and I've played through the game 4 times). Even then, on my last playthrough, I dropped the difficulty down to Casual while I was in the final area.

Where about are you having the issues?  
I'm doing my first playthrough currently on Experienced. I'm a few missions into Deep Space, and am finding it a bit easier than the Core was - that was hellish to start.

I beat it on experienced. Almost done on veteran of core

Played on experienced, kept dying then had to drop difficulty down to normal. Advanced a bit, still dying. It gets to the point where I have to grind on earlier levels to become stronger. I must suck at these turn-by-turn games

This game is so difficult...