I finished D2:ED on level 36. In DKS I still have a few small places to visit (treasure hunter cave, slayer camp and a couple others) and a bunch of quests to turn in.
For the opponents in Zagan's cave, I seemed to make faster progress getting a Firesphere off and then returning to the exit passage right away, healing when necessary (usually the case, since often there was an attack directed at me before I finished transforming), and then jumping back into the cavern. Trying to fly around in such a small space and get a few attacks in was more trouble than help (though I didn't do much of that when I went back at the higher level; just attacks of opportunity returning from going after the nests).