If you have one item on you, the inventory will open when you try to pick you up. Even if you're very fast (I'm not, getting old) it takes time to close the inventory, and you may miss crucial parts of your gear. Plus you're probably getting hammered the whole time while sorting through your inventory.

Naked is the best. Eat the best stamina and health food you have. Use Eikthyr's power. Try to avoid all enemies. You CAN outrun them.

Good luck!