Valis is a pretty memorizer-heavy game. Memorizing where enemy spawns are, and killing them when they are just on screen (or in between attack patterns) is a must. I can't remember the specifics, but you will need to do a lot of high-jumps and sliding in the spiked-platform area. I think there is at least one or two health pick-ups in the stage, so learn where they are.
As for Rogless, I would say you have one feasible shot against him, and that is your first time. I think that the sword laser weapon (that shoots the multiple swords out) is the best weapon, followed by the default shot powered up. You should learn to slide out of the way of his attacks. You have magic as well - you can use it on the barrier (which I don't think does all that much) or one of the attack spells - to whittle him down a bit. I would save the magic for the second phase.
Sadly what I remember most is that the best strategy is to lose as little health as possible on the stage and just mash away on the boss. Valis games in general are sort of cheaply-designed, and their final bosses - aside from Valis II on the X68000 - almost require you to be fully-powered up, or else you won't have enough attack strength to beat them. It makes it feel pretty unfair.
I do remember Valis II on the PCE gives you a fighting chance against Megas if you have died, but that game is so easy, except for one or two moments, that it doesn't really matter. Glames is terrible on Valis 3, because if you die, or get caught in his random attack patterns, you have no chance to win. Valis 4 is just pure bullshit from start of game to finish.