Cactus Gunman is a huge coward so he is easily scared. Follow Cactus Gunman until he goes into a room. Knock on the door and then run away and hide around a nearby corner if possible. He will come out the room and start to get scared before he goes back in the room.
Repeat 3 times until he drops his soul and runs away like a baby!

When fighting Gregory Mama stand near the door just before she unleashes her fireball attack, just as she fires move and the fireball will damage the door.
Do this repeatedly until door is destroyed and you can escape!!