Link Between Worlds Hero Mode is pretty serious business. It's for the Zelda fan who remembers when the original Link to the Past came out, who has been playing video games for years, who knows what they're doing. It's a serious challenge - in the best way. We've already looked at how to bumble through Hyrule in Hero Mode, but Lorule is a whole different story. You're going to get seriously smashed if you aren't careful.
Lorule in Hero Mode is much, much harder than Hyrule. Hyrule you can bumble around after you have an extra few heart containers. In Lorule, you'll easily take four, sometimes even eight, heart containers of damage in one hit. That's why your first priority should be the Blue Mail in the Swamp Palace, which halves your damage. Get right on that - it's thankfully not that hard of a dungeon. Don't forget to start buying items as soon as you get to Lorule, and grab the fourth bottle from the Vacant House (and read Ravio's journal).
Once you have the Blue Mail, start collecting Pieces of Heart and Maiamais - after the damage reduction from the Mail, it's the best thing you can do to improve your lifespan. Don't forget to hit up the minigames, which usually pay a piece of heart after you beat one of the harder difficulty levels.
You'll probably want to do the dungeons in a certain order, too. You certainly don't have to, but certain items really help. The Blue Mail is obviously first, but the Scroll on Death Mountain is extremely helpful, as is the Titan's Mitt from the desert, the last item you need to be able to get all the Maiamais. Note that the desert requires you to complete Skull Woods first.
A few notes on strategy and tactics in Lorule Hero Mode: I found the Magic Boomerang to be extremely useful - funny, since I never used it in regular mode. Control tactics are extremely important, as are ranged attacks. Consider your sword a last resort, and the bow or the boomerang + sword as your primary weapon, and you'll do much better. Also, feel perfectly free to loot dungeons for their primary good, and then beat feet. It's pretty easy to grab the Hylian Shield from Turtle Rock early on, and the dungeon also has a Piece of Heart. You can go back and get the boss later. Don't forget to donate 3,000 rupees to the fairy to get yourself the fifth bottle, either.
Lorule survival is all about preparation. You will always want a few fairies for when enemies take you by surprise - I've been shocked at the number of times I've died with six or even eight hearts. I thought I was safe. Big mistake. That's when fairies save your hide. I'd say a mix of two or three fairies and three or two blue potions at all times is very helpful. But you'll develop your own battle tactics - that's half the fun.
And you'll come out of it on the other end - if you come out - as a stronger Zelda player than ever. For whatever that's worth, it's extremely satisfying.