How do you defend yourself without a weapon? You don't. We are dealing with the undead here, you cannot hurt them. If you have enough oil left you can flash your lantern at them to temporarily stun them.
Be careful, the oil in your lamp will only last for so long. To recharge your oil you will need to find one of the torches placed throughout the maze. Your oil will charge as long as you stand in the light of the torch. Run while you can.
If your health runs out (you have 3 hearts) you will be teleported back to the start of the maze.