This may be me being a bit of an air head (a regular occurrence), but is there any way that we can select levels?

No. Unless specifically the ML (Master Levels) u must play through each level on Hell On Earth to play the level you wish.

I recommend saving the game when u are dead, quitting. N loading the save n startin ur runs if u want to pistol.start any doom I and or II level.

Also if u would like more immediate replies for any questions. Please feel.free to join the discord! Btw gratts on the 11 seconds e1m1!