Use the double shotgun when you know there is a tough creature, like a baron, aroud the corner. First set tactics to coward, as I think it increases your speed and defence. Then go around the corner, blast the enemy and then immediately retreat to safety to reload. You should never reload a the 2xshotgun when there is an enemy in sight, as it often gets two free shots at you.
The Wall rarely seems very dangerous to me if I have proper ammo and weapons. After digging the wall away shoot a couple of additional rockets at the same direction (you'll know you've made a breach when you hear an ear-shattering screech of ten barons simultanauously), though aim a little up or down because the reward at the other end of the hall might get destroyed. Then switch to a shotgun and keep shooting. If a baron enters you POV step back and swich back to rocket laucher. This way seems pretty safe, thought may take a little extra ammo.