EDIT: DanTheWhale added a great point which I have added into the guide;
"Make sure you complete the mission as if you exit back to the campaign with everything completed it won't count. I just played through the mission like normal with everything already collected and the achievement unlocked at the summary mission screen!"
I waited until I had completed the game and got all the cheat codes, Using cheat codes does not disable you getting achievements, although some will make getting challenges harder due to the nature of some cheat codes.
This is Mission 9. I played on I'm To Young to Die Difficulty with the following cheats;
1.) Infinite Extra Lives
3.) Instant Stagger Mode - Super useful for the Pain Elemental Glory Kills
4.) Infinite Ammo
6.) Fully Upgrades Suit
To complete this Achievement you will need to collect the following
1 - Sentinel Crystal
5 - Praetor Suit Points
2 - Mastery Tokens
7 - Codex
3 - Sentinel Batteries
1 - Empyrean Key - BEWARE - You can only get Empyrean Key's WITHOUT CHEATS!! I would Advise getting Empyrean Keys on your first play through to allow you to mop up collectibles with Cheats on.
3 - Toys
2 - Albums
1 - Cheat Code
I used a guide from the If Only I can Read... Achievement by xTG...Super useful!
You will Also need to complete the following challenges
Man Made Wiki - Acquire 6 Codex Entries - I used a guide from the If Only I can Read... Achievement by xTG...Super useful!
Keeping Cool - Use the Ice Bomb to freeze 10 Demons - You can get this just by playing the level, just make sure you have your Ice Bomb attached, using normal Grenades doesn't count.
Painkiller - Perform 3 Different Glory Kills on Pain Elemental - Get a Pain elemental to a stagger state and perform a Glory Kill, fairly easy. Just make sure it's three different animations.
Finally you will need to complete two Secret Gore Nests, These show up as purple on your map and are usually tucked away alongside another collectible. Kill the demons in the time given and you will complete them.
You can play this mission as many times as you like and it will keep track of what you need to do. As long as you play the mission over again on the same save slot you will be able to get this achievement.