Hello, this is a page that details several of the death warps. As far as we can tell, the trick can be done on any boss/level but it will have mixed results.
The trick is very simple. Either before or during a fight with a boss, get your health to zero. When dealing the final blow on the boss, time it so you land on the ground. After landing and while the boss death animation is occurring, walk into one of the boss' projectiles. You cannot jump into them or land on them, this will cause you to die or not get the glitch.
Round 1 boss - Suboptimal. you skip straight to the boss at the beginning of Round 2 anyway (No video for that yet, see WhiteHat's run)
Round 2 boss/Round 3 skip
Round 3 boss/ Round 4 glitched. Skip does not work
Round 4 boss/ Round 5 skip
Round 5 boss/ Round 6 skip
Round 6 boss/ Round 7 glitched. Skip does not work
Round 7 boss/ Round 8, doesn't skip anything. Kill the two sphynx as normal.