Trust me I've tried playing games legit and afterwards I feel like driving my keyboard through the monitor or doing a similar harmful thing elsewhere.
I often feel the same way. Usually it's due to the binary nature of punishment in the game. You're doing fine until suddenly you're dead, and you have to retry the spot a few times and die again each time until you figure out what mistake you supposedly made.
I like to change games to preserve the challenge while eliminating the struggle, perhaps by giving the player character(s) more hit points or more time to respond. I've been reasonably satisfied with the toughness of X-Com troops since I am able to use tanks to distract enemies, and also a dead soldier isn't a game over. But there's still a part of me that never likes seeing a soldier be fine one moment and dead the next.
One thing you could do is give your unit low armor but high health and resistances. Then there's still a challenge because you want to avoid being hit, but if you slip up and get hit once, it'll just tick off a bit of HP and you try not to do that again.
You might also toy with using two units. I get not wanting a whole squad, but there's also something to be said for being able to sweep the map. I rarely struggle to find the last alien because by the time I'm done sweeping the map, none have had a chance to slip through.