Pretty much what Qhora said will help you a lot in terms of survivability on ROG. It's definitely not just you - the class is crazy fragile, and so is NIN to a certain degree. I remember one of the earlier NIN quests I got cocky, ended up getting my shit slapped, and was like on my last 5% HP, no more cooldowns or anything so I just kited the last mob and killed him with the throw dagger move. It was awful (and kind of fun). The upside being ROG does some insane damage, especially early on, so dungeons are a great, fast way to level.
