After unpausing the game, the door should close, saving you the hassle of worrying about getting sucked out, and you can just concentrate on the enemies. After it opens, just pause the game and leave it paused for about 10 or so seconds, and then unpause the game.
When playing the stage that you are inside the helicopter, there is a way to make the door close as soon as it opens. Each time you defeat the other player, you get a 1UP. Once the first screen of foes is defeated, knock out the other player.
