This will require a second controller!There are 60 levels in Multiplayer mode but you only have to finish one: Level 60. This is a slightly extended version of
Casino83's guide.
Though it doesn't seem to mention it, this game gives you the ability to skip levels by pressing
and
on player 2's controller. Load up multiplayer, start Level 1, and use

and

on player 2's controller to skip backward from Level 1 to 60 instantly.
Thanks to Oriole2682 for pointing this outSkipping Level 60 doesn't count as completing it so I recorded the following solution for the level. This definitely isn't the only way to complete the level but it works.