Yes I've completed it. IIRC at the start of that stage there is a load of those big balls rolling at you, what I do there is use rockets from a distance and then switch to shotgun when they get in close. This saves up your minigun/cannonball ammo for when you need it later, and you can replenish your rox from the alcoves behind you. Also if there are any powerups like serious damage, don't take it in the first part of the level, save it for the bit you are having trouble with.
From what I remember they aren't infinitely respawning and if you persevere you should be able to kill them all. There's that big long pathway near the start of the level with the statues at the sides, what I did was spam loads of rockets when the enemies first start coming, and then back away down the pathway using cannonballs when they are approaching you. Next best weapon is of course the minigun which can really cut through these guys.
