This achievement can be frustrating for a number of reasons, you need to complete the bonus training course twice in succession whilst on Xbox Live Co-Op mode and you need to make sure both you or your partner don't lose all your lives otherwise its game over for BOTH players.
I suggest using a boost buddy or a friend whose willing to help you out. It doesn't matter if its a player or ranked match but I don't think private match will unlock the achievement. The key thing is to save your lives and avoid any crashes, especially if both of you are going for the achievement. Remember if one player loses all of his lives its game over for BOTH players, so try to avoid losing a life.
When you reach the training course I suggest going through the middle path as I personally found it the easiest way to finish the course, plus I was helping out a friend with the online achievements and he struggled with the training course until I advised him to go for the middle path and the next two attempts he finished it and thus got the achievement. So the middle path is your friend for the training course. Of course you need to finish the course twice in succession to unlock the achievement, crashing in the training course does not mean you lose a life, but here it means you won't get the achievement.
So just focus on staying alive, save your lives and go for the middle path in the training course, that's how myself and my friend did it and I hope you will too.