I found out that you can press escape and go to the main menu before a death or bad time in a stage, and it'll let you go back to the stage at the time you entered it at in the first place if you click continue.
I don't know if this is allowed in a run. I haven't done it myself, but i feel like a lot of time could be saved. It is kinda like in game time vs real life time. Dying to hear some opinions though, what do you guys think?