You shouldn't feel squishy. DK tanks are amazing in that they take so much less damage than other tanks due to their shields. I have 3 tanks (Pally, Druid, DK ) and by far the one I feel most comfortable on is my DK. Download the addon
Blood Shield Tracker and configure it to show your shields well. Timing is essential to getting great big shields.
Try not to use your death/frost/unholy runes for blood strike (unless you're trying to spam out some AoE threat) - always use them for deathstrike.
Use your short CDs A LOT. Use them readily and all the time:
- VB + deathstrike healing + Rune Tap (1min)
- LB + Self DC (2min)
-AMS (45secs)
- Bone Shield ( 1 Min) - handy to pop after getting a big shield off for -20% dmg for a fair while
-DRW
EJ would dispute a few of your glyph choices as would I so head to there for more info. There are better options but they won't make or break your game play.