Fairly obvious this one, but it is worth mentioning that the achievement didn't pop for ages for me but then I realised it was because I was in build mode. Only gameplay while running around with one character works as far as I can tell.
It seems to take longer than 20 mins for this achievement to pop for most people and seems to have to be done in 1 session. Thanks to "K4rn4ge" and "Koding" for help confirming this one.