This can be done in a slightly easier way, When you exit out of the game no matter what part of a chapter you were on when you continue from the main menu it puts you back at the start of whatever chapter you were on and also resets your characters build back to 3 lives and the standard sword. What I did was play until I got to my last heart of health, Quit out then returned to have my lives and health replenished. You do have to complete each chapter without losing all your lives which can be pretty tough but at least you don't have to finish the whole game without doing it. This method also unlocks the Siren achievement for a little bonus, Anyway I hope that helps anyone out!
Or use this Youtube vid which I take no credit for showing a no-death run collecting all secrets along the way, Beware this is the PC version and is slightly different to the X1 version