If you happen to die once (like I did in episode 1), you can go ahead and complete the game. After, you can replay the mission you died in, and go through it without dying and this will unlock at the results screen.
So don't worry if you die once on your first play through. You wont have to play the entire game again for this achievement.
To avoid dying at all also, you can purchase a rabbits foot from Amanda which will save you in case you forget and run out of something.