I love these kinds of games, and yes the difficulty ramps up quite a bit. But at 41k it should be very easy. The first difficulty increase that is noticeable is around the 120s to 150s, then the next one at the 300s, then the 500s, then at 800-900k it gets insane, and at the one million mark it stays around there.
The key to the game is to keep moving, and build your multiplier up as high as possible, and use bombs to prevent yourself from dying. When you die, you lose your multiplier, so instead, just use a bomb. You get new bombs every 100k, and it should be easy to get 100k if you've gotten a high multiplier. The 10x multiplier eludes me though, I've only managed to get the 9x multiplier. Another good strategy is to keep moving in large circles, clearing the path in front of you and you'll have a load of mobs behind you following you in a circle and when it's clear just start shooting backwards and stuff. Another thing is to stay away from the walls since if you get a spawn that surrounds you it'll kill you if you're too close to the wall.
Overall, it's all practice.
That reminds me also that I have not played the game at all lately. I might play a bit tonight if I get some time.