EDIT: I have re-completed my unsaved episodes and have now obtained the achievement. I have also added some level-specific advice.
These solutions are great, but none of them mentions a critical problem that further hampers the difficulty of this achievement: saving issues.
Taken from the x360a forums:
Slick Entertainment (the developer) states,
"Unfortunately the saving method implemented in N+ was a result of restrictions that Microsoft enforces on each game title that gets published through them. The short story of it is that we are only allowed to either save or write to the leaderboards once every 5 minutes. This means that if you quit to the main menu it may still need to wait for up to 5 minutes before it can actually save. I personally don’t like the way we had to implement the saving scheme, but it’s what was required."
With that said, you MUST quit out after completing an episode, return to the main menu, and wait for at least FIVE minutes to make absolutely certain that your progress will save. While the leaderboard may display your best time, if the level select menu does not, you must complete the episode again for it to count towards completion.
When I initially bought this game four years ago, this was not an issue; however, I have been significantly hampered by this problem in the last few days, completing 2 to 4 episodes in a row to have only the last completed episode save.
I hope this helps someone. While I have been fortunate enough to escape redoing nasty levels such as "A Maze Zing Race," "Hexactly," or "The Abyss," replaying any of the later episodes is not something most would want to burden themselves with.
* Clicking in the right thumbstick allows you to cycle through zoom levels. Use this to your advantage; sometimes seeing the whole level at once makes it much easier.
* On some of the tougher levels, my strategy was to develop a method piecemeal through trial-and-error, and then not deviate from that route. Through repetition, the earlier segments of your route will become easier. Obviously, it behooves you to tackle the most challenging aspect of the level first. Episode 24's "Paper Thin Walls" is a prime example of when this methodology shines through.
* The human brain learns through repetition, and a vast majority of the learning process takes place during sleep cycles; your brain literally processes and repeats experiences while you sleep. Given this, if a level proves too difficult, sleep on it! Improvement will be obvious when you return the next day.
* Personally, I have found the set-up of my TV/monitor and where I sit to have drastic effects on my performance when playing games that require precision, such as N+ or Doritos' Crash Course. Placing my TV/monitor on a desk or table at eye level while seated in a comfortable chair made a world of difference when compared to a traditional console set-up. This may only apply to me, but I thought I might be important enough to post here.
* Episode 49
If you've made it this far, congratulations; you've passed some difficult challenges. However, I personally found the fourth level of this final episode to be the most difficult of all 250 (or at least the most time-consuming; I spent about 2 hours on this level alone). The trick to completing "A Maze Zing Race" is to make it less of a race against time. I had a grand total of 45 seconds left on my timer when I first attempted this level. I will save you my grief and simply tell you that this is not enough time to finish this stage, even if you do your utmost to nab most of the gold during the process (platforming deities might be the only exception). Spend the time (and frustration) to collect ALL the gold in levels one and three of this episode, and most of the gold in level two; once returning to do this, I had about 130 seconds on the timer, and the stress of rushing evaporated. Of course, you still need to deal with the actual level. Posting my route here would simply be impractical, but here are a few tips:
1.) Grab the gold in the mined room above the door from the offset. This will further buffer your time and becomes trivial after a few successful attempts.
2.) Practice the "door run" a few times to make sure you have a high chance of nailing that part when you finally get to it; nothing is more frustrating than dying so near to the end!
3.) Tackle the rocket room first, then the top right corner, then the turret room up top, saving the final door switch in the top left for last before opening the exit.
4.) The turret room on top is trivial. Run under the turret as soon as possible; the first shot will go right over your head. Upon hitting the switch, jump over the reticule and exit the room. I didn't bother with the gold here; if you're at this point, you're halfway done, and shouldn't need the extra time to risk a death.
5.) There's no need to rush. Unless you're vying for a top spot on the leaderboards--good luck--you have an ample buffer of time if you followed my previous advice. Don't waste time, but don't be reckless. The final level requires simple speed, so it isn't important to bank time during this one.
* Patience. It's been mentioned before, but I will say it again. I honestly never thought I would complete this game because of the difficulty, but I managed to finish off all 50 episodes with some dedication and perseverance. I can honestly say that this was one of the more difficult achievements I have obtained, and I have more than a few tricky ones under my belt.
* Good luck! If more help is needed and you can't seem to find answers anywhere else, please comment and I will reply as soon as I can.