To unlock Expert mode you must complete the game once on normal difficulty. Once expert is unlocked, you can go across all the levels and play them in any order you want. You just need to complete the boss battle levels, the run and guns don't have an expert option.
In order to complete this on expert, I had to be fully alert. It is very easy to start raging on this game and start playing badly. If this happens, come back in the morning after you've gotten some sleep. In terms of the skill that is required, you should have dashing and the boss battle patterns mastered. Short hopping helps in tricky moments as well. The video below shows each fight being s ranked. You just need to focus on completing it. If you're having trouble with a level, refer to the guide to see what you're doing wrong. Keep a clear head and focus on the little things to figure out what you've done wrong.In terms of setup I recommend the charge shot for most levels and switch between the spread shot, green one that follows the enemy, and peashooter as a secondary depending on the level. I kept the smoke dash on the whole game as well. It is all up to preference though. EDIT: According to schwartz the charge shot will be getting a nerf in the future. Switch up your strategies accordingly
This video isn't mine. Full credit goes to Packattack!
Some fights will seem legitimately impossible (Fuck the robot and phantom express). Just stick with it and you'll get it!