Make sure to have every single Boss alive, go to the start of the ruins, and activate TURBO encounters, use the SAVE point to save your game, then walk through all the areas in the game, making sure to beat each Boss, and NEVER use the save points, Not even to heal yourself, you have to pass through each zone, Without Warping, beating each enemy and boss, and if you die you have to do the entire challenge over again.

you can only save after beating the last boss,

and if you don't feel like this is enough difficulty, you can pass through the dark world (optional) and reach the card castle, then consider your challenge as over

And to have a bit more of difficulty, Desactivate the AUTO-RUN, and pass through everything without running (this is optional too.)