As you play the game, notice that Dororo gets a heart after killing a demon. The heart increases his maximum HP. In Chapter 4, when you play as him for the first time, you will encounter three portals that put out wolves. Destroy two of the portals and focus on the wolves that are exiting from the last one. Every two or three that are killed will drop a heart. Make sure not to destroy the portal until you have all the health that you desire.