In the S1 finale, mando was badly wounded, which is why there was that scene about him not wanting to take off his helmet for the droid to give him healing spray.I would argue that's only really the case for this season so far. Mando gets his ass kicked quite a lot in Season 1.
Also, apparently Pedro Pascal was injured while wearing the "badly wounded" makeup for that particular scenes and the EMTs who responded freaked out thinking he was critically injured.