Great game, lots of work went into this.
Tips and Tricks:
The 5 guys you can use are:
Santa: 80 HP, normal jump, 5 damage on main weapon, normal rate of fire, Rocket normal explosion size, Grenade splits into 3 droplets.
P-Bot: 100 HP, Very high jump due to boosters, 10 damage on main weapon, slightly lower rate of fire, Rocket has slightly smaller explosive size, Grenade splits into 5 droplets. Over all the best of the 5.
Pico: 55 HP, High jump, 5 damage on main weapon, Very fast fire rate, high jump, Rocket has a large exploive size, Grenade slpits into about 7 droplets. My Favored guy because you can almost fly by shooting the ground really fast.
Pycho Gold Fish: 40 HP, low jump, 7 damage on main weapon, normal/slow fire rate, Rocket has a very large explosion size, Grenade splits into 3 droplets with large explovie sizes. Unique, Water has no effect execpt that it makes him jump very high.
Alien: 30 HP, Higher than Picos lower than P-Bots, 10 damage on main weapon, normal fire rate, normal explosion size. If you use Grenade option with him you will get a MASSIVE explosion rather than a grenade blast.
Your primary gun is your best weapon over all. When using it on everyone try to get close to your target as there are only a finite number of rounds that can be on the screen at once. If you're closer to the target you can shoot much faster.
To get the hidden guys you need to get to them as fast as possible, don't worry about leaving unkilled guys behind, enemies spwan and are infinite.
Lv1:
Alien: Move quickly to the left and grab the grenades then shoot into the house. In one of the windows should be a cicle with a head in it. You can't blow it up so don't worry. Only problem is that 3 goblins will be annoying you while you blow the roof off.
Lv2:
P-Bot: You need to rush to get him. Move as FAST as you can to the right until you reach the gingerbread man and then blow up the barrel on his arm. If you moved fast enough P-Bot should be in his center. After getting him, Die.
Pycho Gold Fish: After dieing select P-Bot for Lv2 and go though the level rather fast, when you get to the elfs instead of walking into them shoot them off the ledge, the'll be fine. Walk to where the elfs where then jump and fire at the ground. At the very top of the map in the air will be the Gold Fish, it may take you a few jumps to get him. After this drop down and pick up the elfs.
Lv3:
Pico: This is a fun level, walk to the tank and grab the 3 rocket ammos. Sit at the base of the tank and blow a path though the ground. After about 4 rockets you should end up in a cave on a ledge. Move your coursor to the bottom right of the screen and you should see pico inside the ledge. Problem is there is a gold stripe that you can't blow though. Blow your way around the tip of it near the edge and make your way to Pico.
Boss: Make sure you have some rocket ammo for this round, makes it so much easier. First off use your normal rounds and meet up with the ice ape. Shoot him and he will start following you. Run to the right and jump up the wall. Keep jumping as sometimes he can still hit you. Shoot the goblin on his back. When he falls off and runs away Icicles will spwan. The Icicles have 20 HP. While the beast is roaring run to the left away from it and bring the first icicle to 1 shot from dropping. Then when he start to follow you shoot it while he's under it. There are 4 and just drop them on his head as he moves under each. He takes 5 to go down though. When you hit him the 4th time jump at him while he is flashing red and fire behind you to make your self move faster. Repeat what you did to drop the final Icicles on his head. After that the goblin king will meet up with you. To kill him use your rocket launcher and blow holes in the floor until it hits water, the king will jump in and kill himself on the water. Be warned though, if he gets a direct hit with his grenade on you it does 95 damage. You can tell when he's going to attack by him jumping strait up and throwing his arms out. Jump to avoid the expolsion that the grenade causes.