Remove all of your items from the grid before the mission starts and make sure you change the difficulty to "Hard" in the options menu.
Now when i did this i mixed it up with the "Without a Scratch" achievement. Its not very hard because you can reload your checkpoint if you get hit and you can run past most of the enemies. The only ones you have to fight are the duels with the captain, hunter and guardian.
Anyway in the video (below) i completed the very first mission "Landing" without being damaged, with no items and on hard difficulty whilst still picking up all of the blessings.
In the video the blessings can be located at these times -
1st Blessing - 0:13
2nd Blessing - 1:10
3rd Blessing - 2:45
4th Blessing - 5:34
*NOTE* Due to my videos being uploaded in widescreen they dont seem to fit in the small video box on trueachievements therefore i would suggest you turn pop ups off and click on the text in the video box to open up a new window where you can view the whole picture.
Good Luck =]