You know how objects get that outline around them so you can see them behind other objects? And you know how decayed objects go from yellow to orange to red to show wear and tear?
Why not have your own character have a similar color transition based on health/HHP? I know it's almost purely aesthetic, but there's really no visual indicator at all of your state of health outside of that one little bar in the corner.
Frankly, it's a gripe i've had with just about every single game ever made, that damage/low health is very rarely indicated on the character sprite(s) in the game. It's not a priority for H&H by any means, and my outline idea may just be silly, but it's something to think about in general, i would say