Edit: Please note this achievement is buggy. If it does not unlock for you, try creating a new adventure mode file and doing all the shortcuts in this file. Or, try doing them all in one sitting in arcade races.8 Tracks are required.
I recommend using a speed oriented character, such as Tiny. It's not mandatory but could help a little.
Crash Cove:Sewer Speedway:Tiger Temple:Polar Pass:Papu Pyramid:Dragon Mines:Blizzard Bluff:There are 4 shortcuts required for the achievement. First is right at the start to the left. Second is after the boulder, there's a large gap to the left of the icy area. The third and fourth are right after. They are next to each other and they are essentially barriers you have to jump over.
Cortex Castle: