My first runthrough was on normal, no ironman. I loaded a save once during that mission, after I'd spotted the sectopods, retreated a bit to prepare an assault with my whole team, then got plastered by their area-bombardment that I hadn't even seen them charge up. Other than that, one guy went down but I could medkit him back to health.
My normal ironman playthrough went better. I'd prepared a whole squad of max level psionics, because I thought you'd be able to put more than one in the gollop chamber. Alas, no. Still, it meant doing the last mission with 5 of the 6 soldiers being max level psionics. I had still more in reserve, but I didn't want to leave the sniper with squadsight home. The most tense moment in that run was at the beginning when I aggroed two cyberdisks plus escorts plus sectoids in the first room. Still, a doubletap and run-and-gun strategy fixed that one up. I think I took most damage from a floater that I had mindcontroled, but which I couldn't attack untill it I lost control, at which point he shot one of my guys without triggering the multiple overwatches. The sectpods I managed to distract with a mind-controled mutton I had left. And the last room went pretty well, even though several area attack I thought were going to hit the elites AND the etheral only hit the elites. Still, I knew I could win by just killing the main etheral, which I did pretty quickly.
Actually, my most tense moment came due to a glitch. After I'd downed a battleship, I launched my assault with 5 guys and a SHIV. The entrance to the battleship is one of those 3-square corridors with a 1-square door in it, with the other two squares covered by a wall that can't be destroyed by explosives. I'd positioned my SHIV in front of the door. And after I'd driven the SHIV in, the game decided to spaz out and declare that, for pathfinding purposed, the SHIV was still in it's old position. The SHIV couldn't get out, the other soldiers couldn't get in. It was ironman, and quiting the game didn't help. One of my soldiers could fly around the barrier with an ArchAngel armor, but the grapling hooks didn't help. I managed to finish the entire mission with no casualties by playing cat-and-mouse with the one soldier (support, no psionics) and the SHIV (plasma, advanced), against a battleship filled with pretty much every alien except thin men. A lot of the battle consisted of luring the aliens to the top level, where the 4 soldiers on the far side of the wall could overwatch their asses. And I'm certainly glad I had the sniper with squadsight with me, since he managed to get overwatch a few aliens moving around on the far side of the central hall. The sectopod I had to take out with just the two units though. Luckely the aliens missed the SHIV a lot. It survived with 3 hitpoints.