Once you have Rosalya, you gain her ability to see the unseen. There is one door that is missable on the 3 arrows section. Make sure you get it before you leave the train. Some enemies behind Rosalya doors are between LV 47-50 so make sure you are at a high enough level. You will hear a slight constant tone when you are near one so you can hear it when you are near one. Don't confuse it with Poky's puzzle...electric...sound...crystal...thingies...
They do not all have to be found in one playthrough, whatever you miss in the first playthrough, you find in the 2nd playthrough will still unlock the achievement, but much easier to find all in one playthrough.
Locations of Rosalya Doors:
1.Gendys Plain, Outside Shjue (STORY RELATED)
2.The Forest of Meonis, Colosseum Ruins
3.The Forest of Meonis, Near the Meos Dungeon entrance, dead end where a chest is/was
4.Meos Dungeon, area of floating rocks, in front of the brightly lit gazebo
5.Meonisian Peninsula, Go across the broken bridge, down the stairs, wrap around under the broken bridge and heading toward a dead end. Right there.
6.Laotan-Piki-Lanku, after the gate, behind/near the waterfall, near the road heading to Bloodor
7.Bloodors Field, while looking on the map, east of Giant's hall, across the brige, near fallen rocks
8.Shiyawo Mountain, just before leaving the palace are, on the right side.
9.!!!MISSABLE!!! The 3 Arrows, back of train on the top, across 2 acid pits.
10.Gendys Station, inside a broken box on fire. In the area before you use Kayenne's ability to open the door.
They are really easy to find and tried to give the best description I could to find them. The only one I had trouble finding was the Meanisian Peninsula, so I gave that one a bit more detail. Hope this helps.