Oh, I didn't count "The Boys" and the first big skull, haha. The glass orbs were the skull I was referring to. I suppose the midbosses are just as boss-y as the roulette bosses.
For the first big skull, I usually just focus on dodging the bullets while holding the fire button down. I feel like I just kind of trance out during this phase, so it's hard to offer advice. If you're using charge, be careful, because the bullet slowdown can screw you over. If you have the lockon weapon, you can keep tapping fire to shoot a laser that will home in on the nearest enemy without a lockon. It can be effective, though I find it difficult to keep the rhythm up while dodging the bullets. You can also set a "hold to go slow" button for your ship in the control config if you think that might help with dodging.
For the roulette, the salamander is probably the hardest, followed by the BlaZeon tiles. All of them give you free 1UPs, though, and if you do well on the invaders segment, you get a shitload of points - possibly enough for two additional lives.
Regarding loadouts, my favorite is Type C with Spread, Charge, and Sword. But Type B is probably a little easier for novice players. Its standard shot is wider without sacrificing much damage (it's actually stronger up close), spread does more continuous damage and has fewer openings, backshot is stronger (though range is shorter), lockon has much more forgiving targeting, and its charge shot is tangible and absorbs bullets while charging acts like a "bomb" when it hits something, destroying bullets in a lingering radius. In ZeroRanger mode, Type B's sword is harder to use than Type C's, but can be charged to shoot bladewaves. The drill doesn't get any larger, but any destroyed/damaged enemies have their parts get caught in a junk vortex that can protect you from bullets and other projectiles.
One of the biggest things to learn in ZeroRanger is how scoring works, because the game is very generous with extends. I usually prefer to just play for survival, but Zero Ranger is balanced in a way that scoring feed pretty heavily into survival (more than usual, at least). It uses a chain system, but it's not nearly as restrictive as, say, something like Ikaruga -- you want to space out your kills enough that your multiplier doesn't have time to fall off between enemy waves. You also get extra points if you kill "orange" enemies. You usually get these by finishing enemy waves early or fulfilling some other special condition to get them to spawn.