I used the IGN walkthrough for this one since I couldn't find any decent video ones.https://www.ign.com/wikis/battletoads-2020/Walkthrough
I personally recommend going for this on the lowest difficulty because getting the A rank collectables is much much easier. A couple of tips, if you miss any of the 5 collectables in levels that have them, you need to grab the missing ones and complete the level again for them to count. For the A Rank collectables I found that when you use all 3 toads in combat doing a full combo with each and avoiding getting hit it seems like you'll always get an S Rank. For example I would always start a combat encounter with Zitz because he seems to be the weakest, do a full X button combo then switch to Rash do another full X combo and switch to Pimple to finish the fight because his 3 hit combo kills almost all enemies on easy.
Edit: Maka91 put up a video for all the collectables.