To actually answer your questions:
1: Yep. Skip the first pogrom. If you've got plenty of smoke and prods, you might want to try and pull a quick capture for research purposes. Or just blast anything near the Bonny, grab some loot, and go. Don't worry too much about it until you get some good weapons (Assault Cannons or GLs make a huge difference, and a fair few flamers mixed with some longer ranged stuff).
2: Flamers, prods, AC w/exploding, bows, handles/fisticuffs, maces, beer, bandages, boarding guns, hunting rifles and plenty of bombs/smoke/grenades. Pre-prime (right click in loadout screen) a fair few smoke grenades to carry with you, it's just a cost of doing business, and very handy to have. Much like Xcom, hitting hard or accurately isn't difficult early on, but there's only a few things that do it well. Smoke grenades make cover easy, especially since you can pre-prime them in OXC, saving a stack of TUs when you really need them. Sniper rifles/gauss weapons/lasers/anything tasty are better, but everything listed is very early game or can be bought straight away. There's no real Laser Rifle analog in XPiratez early in the research tree, and there's plenty of ways of playing that can be successful. Some swear by lots of bows, I just use them as an occasional tool-weapon. Not many people use bikinis and flamers/prods as far as I know, but I'm very successful with them. See how you like playing, and get good at that style. The Linux SMG is probably the closest thing you'll get to a Laser Rifle analog, but it requires ammo, isn't as accurate due to distance dropoff, and I wouldn't recommend kitting out all your gals with one. Unless you want to.
3?: Put some x-grog on the bonny. A strong gal with a prod/mace/fisticuffs/flamer in one hand and a barrel in the other is damn handy. Easier than messing around with bandages and beer constantly imo. I try and take as much inventory woes out of the game as possible, and 1-2 gals kitted like this does that well. Armour them however you want, but use them exactly like you use a normal mêlée trooper. The healing/stamina is just a bonus, and a pair of them can do some pretty insane things for your squad. Without ever touching the inventory screen.
4?: Parrots are God's gift to the gals. Always bring one. It'll die eventually, but it'll do amazing things that you can't until it does. Have a couple of spares in base. High TU flying is ace. Your best spotter for ages, can fly above your own smoke for spotting, and can grenade/smoke stuff through roof holes when required. Vision is key, and Parrots give you that in boatloads.
Get used to getting in close, even if you're shooting at something. You might have a snipers' nest, or an archers' range, or a fire support team, but in close is where you do the actual work. Hit <ALT> to see what way they're facing, and hit them from behind. <CTRL> Running saves you from a lot of reaction fire. Captures are your goal, kills are just to make sure they happen, without your people dying while you do them.