I am having Saturn conjunct mars and opposite jupiter.

I've been feeling my health is becoming really bad. Especially since I do a huge amount of physical effort and mental stress don't eat the best food (mostly junk) since I moved out.

I am also having other two Saturn transits and all in all it seems like a really heavy period on me. How can I work on this?

Clean your sura and chakras.

Do an AoP. Take a look through here:
https://www.ancient-forums.com/viewtopic.php?p=52248#p52248

Do hatha yoga too. Also avoid junk food!

Try following JG Lydia's excellent guide "How To Obliterate Your Saturn":
https://www.ancient-forums.com/viewtopic.php?f=3&t=92