this game is great. i usually get extremely frustrated at these type of games because i keep dying for no reason but this one seems to be an exception.
after the first playthrough and learning how to actually beat the levels, the game becomes much easier so trying to beat it with no deaths is not as frustrating as you would expect.
if you're going for 0 deaths. the last jump on alice's chain (3-4) is probably the hardest part, since you need to jump at end of the ledge to get enough height to get above the saw on the left when jumping back on the opposite wall, before landing on the final platform.
the last level, although difficult, is mostly muscle memory so it should be feasible after learning how to beat it and a couple more tries.
bonus levels on the other hand are a real pain in the ass. the most difficult parts are the multi short jump at the start of level 3, and the last double wall jump on the last level.
honestly that last jump feels pretty much like rng; i managed to do it somehow and even i'm surprised if we're being honest
EDIT:
updating this for future reference because the trailer with the source has been removed/isn't available anymore.
you can access the bonus levels from the main menu by inputting a specific combination.
as soon as you get to the menu, your cursor will be on the "start game" option.
from that, you press down, left, left, Z, up.
if done correctly, the coin on gappy's sprite in the menu should be corrupted. you can now start the game and it should bring you directly to the bonus levels
here's the palette requirements (supposedly align with the medals requirement):
gappy - already unlocked by default
kirby - clear world 1 with no deaths
icy - clear world 2 with no deaths
steel - clear world 3 with no deaths
gold - clear the entire game with no deaths
purply - find a secret area (top right ledge of 1-1 or 2-7, off-screen)
error - clear minus world (bonus levels)
missin - clear minus world with no deaths
??? (meaty?) - unknown (involves reaching 3-7 above a certain highscore. more details TBD)
P.B. 23232 points, apparently not enough?
also i remember skins working properly the first time around i played this, but for some reason at the moment all my skins look the same as the default one, with the exception of gold which has the extra particle effect, and missin for obvious reasons. all the other ones are just green and i don't know why