Play a Rally or Trailblazer stage. Don't move once the game tells you to start. Wait for the "GET MOVING" countdown to end. Make up the penalty time over the rest of the stages by setting the difficulty to level 1. Win the event.

Important note: Set the difficulty to level 5 or 6 (6 is recommended) on the stage you are skipping to reduce the penalty time gained. Penalty time is calculated by adding a minute onto the last-place time, and so by setting the difficulty high it reduces the time gap between first and last place of the AI, reducing the time you need to make up. This is mandatory to skip races and still win for some events. Set difficulty 1 for all other stages.

Event routing guide- https://docs.google.com/spreadsheets/d/15xd9WWyvmoXQETK6ddxFxhPUiGPD3zWJB5UzfUxveYI/edit?usp=sharing

Example (start at 0:29)-