1) When you die you have to restart the level. There is no trick to avoid death. Death = restart!
2) If you have tangled up in yarn etc, you CAN use the D-Pad down
to restart the latest checkpoint. Thats ok and will NOT void the "No Death" for this level. But a death will and you have to reload the whole level.
You can check in the main menu on any chapter picture if you have this chapter complete without dying. If you do a "No Death" run you see a little "golden crown" patch in the top left or right corner of each picture frame.
My walkthrough videos also show all secrets and missable chapter achievements. These are 100% guides for each chapter!
Chapter 1 - Thistle and weeds
Chapter 2 - The Sea
Chapter 3 - Berry mire
Chapter 4 - Mountain trek
Chapter 5 - Off the Rails
Chapter 6 - Down in a hole
Chapter 7 - How much is enough
Chapter 8 - The letter
Chapter 9 - Winter sun
Chapter 10 - Rust
Chapter 11 - Last leaf
Chapter 12 - Renewed