When exploring a new room (opening the door), does your turn refresh, in such a manner the last action on your turn should be to open the door, or should you have the first action on your turn be to open your door?

I feel that some rooms (Incinerator from Dark Elements) is a bit too harsh if you don't have your first action (first player on the heroes turn) to open the door, so the others can enter, as the time limit is pushing it really tight if you open it mid-turn after ending the previous room.

Am I interpreting the rules right in that we just resume our turn after setup, with maybe one action left as a collective?

Your turn does not refresh upon opening a door, it simply continues. Your character turn begins when you flip your summary card and refresh your exhausted cards and ends after two actions and you flip back your summary card back. Opening doors in the co-ops doesn't change that. Your turn can be interrupted by opening door and the monsters getting a free turn though. Once they are done, your turn can continue. It means opening the door in the co-ops is especially dangerous.

Figured as much. Got to a point where we usually just sit by the door until every hero can make their way there, heal up and then kick it in. At the gamble of our own fate, of course.

Thanks!

As you say, the best situation is open a door in the start of the heroes turn. And preferably, a hero never can open a door without any actions left (to run away ).