You can only heal when you use a Cure ability on the map screen (which you need to find or purchase and its only good once), maybe have an elixir on the dungeon map that restores health and EX gauge, or finish the dungeon. Lastly, you get the regen effect when you're in EX-Mode so that can give some leeway though its not nearly as effective as the other amounts.

So in a nutshell, no you really can't heal between battles in a dungeon. You're best bet is to simply learn how to dodge and block his moveset, avoid chase sequences at all cost cause its harder to dodge HP attacks in this game, and constantly be vigilant against his HP attacks.