Challenge runs can be hella fun and break up the monotony of grinding runs. I've done some here and there and have a bunch I plan to do on stream eventually, most notably some no damage attempts

Minethrower only is the only challenge run people need

I've been running explicitly 0% hit rate runs on new game, professional difficulty. It opens up some interesting challenges, since shooting boxes, the crates in 2-1, etc. all count towards hit rate. Explosives, mine thrower and the rocket launcher are your only options, and the knife.

I think that running the game on a treadmill is the only true challenge run