Lex has the loudest footsteps in the game. Turning off music and using good headphones might help you pinpoint his current position if he's behind a wall.
Use Pursuit only when the enemy is low on health since it doesn't do as much damage and if you don't kill them with it you could possibly die,since you are vulnerable and aren't doing as much damage to kill them.
Against everyone, just keep strafing left and right to avoid damage (especially against hit scan champions). Then aim and shoot them dead. Keep practicing for better aim and feel.
In Pursuit checks who is closest with each shot. If you manage to fight him in a 2v1, alternate who is closer or have the person with the highest health stay in front to protect the person in back.