How do you manage to get attacked by mi-gos at night? They are loud and can’t smell you out.
Are you taking defensive traits like quick and fleet-footed? If you take both and don’t encumber self, you can outrun most of the dangerous stuff, including mi-gos.
Try a more early game focused character. High dex helps a lot both in accuracy and dodging. Before hulk smashing was implemented, I tested a 20 dex char on meth against a hulk and he won despite no skills (fresh debug char, everything at 0), no armor and being armed with just a pointy stick. Hulk only managed to get one hit on him.
I just tested it again: a debug char, survivor with 20 dex (highest legit), 0 in all skills, pointy stick and a mi-go. It managed to land one hit and fled due to damage. Had to drop the winter coat though - earlier test with coat on ended in 10 turns.
Additionally high dex makes brutes and hulks much less dangerous by greatly reducing landing damage after getting smashed.
Also try grinding tailoring early on. Don’t scavenge during the first day, just spend it all cutting up sheets and sewing up a complete reinforced clothing set that doesn’t encumber you.
You can run from it by getting it to walk into a car. Even if the car is a wreck, it will take 16 turns to get through it. During that time you can enter a house or otherwise make it lose your track.