Wondering how to make the game a bit more interesting for a friend and I?

So I bought SW2 having loved Shadow Warrior 1 and seeing this as an opportunity to do the same stuff but with a friend and some more open-ended levels. While I wasn't disappointed with what it turned out to be, it was still fun the first go around in SP, but now playing it in MP we're finding that the enemies are massive bullet sponges in the harder difficulties, and the only way to fix that is to lower the difficulty which also takes most of the challenge out of it. Is there something I'm missing that will make this a bit more challenging while also making it less tedious?