From the subtitle of volume 1, I expected that the outside world would be trivial to Hajime and the girls. The conflict wasn't so much about whether or not he could win against those monsters in this volume, but Hajime's teetering humanity. He's really not that far from becoming a monster in body and soul.
I also agree that Shea and Tio are more annoying than anything else, but I'm getting the impression that each girl is going to do something to restore Hajime's humanity. I think the problem is that the author isn't executing it well. He's trying to be funny, but I don't think we share the same sense of humor.