Everything is better with friends. Running. Dining. Playing roguelikes with snazzy combat and varied upgrades, even if they do have bizarrely hateful endings that are so horrendous I can't avoid mentioning them in this first paragraph.
What I mean to say is that Caveblazers now has an online multiplayer mod, and it's probably great. The mod also lets you enable 360 degree aiming (rather than 8-directional), and adds a command that skips the early levels and plops you straight into a shop. Just don't fuss too hard about winning.
The mod lets up to four players blaze together, presuming they all own the game and an internet connection. It also works for two-person local multiplayer, though apparently you'll need "an ultra-wide monitor or a 4K TV".
It's worth a read even if you don't care how the multiplayer sausage got made, because that's also where Vadim clues you in to those special options. As he says, Caveblazers wasn't designed with free-aiming in mind, but the vidgam police aren't going to stop you. Being able to skip the first level once it becomes old hat is an option that all roguelikes should probably have by default.
Caveblazers itself is cracking, before it drives off a cliff. Old Adam said as much in his Caveblazers review, though I betcha he didn't see the last boss.
You can nab Caveblazers Together straight from Steam, no fuss like.