After some testing and experimenting, I have found it possible to beat The Final Trial: Zip Track Dash and An Uncharted Area: Wubba Ruins without triggering a wonder effect.

The first one mentioned requires you to head to the false exit, bubble jump up to above the zip track and wall jump and cap glide untill you make it to the top, where the real exit is.

The latter one requires you to have the drill power up and the safety bounce badge equipped. Head to the pipe which would normally lead to the false exit. Jump down into the hole, safety bounce upwards and drill into the ceiling will allow you to make it through to the real exit.

If I can get the videos on here I will.

I've started a casual play through to see if it is possible. I am currently stuck at Shining falls, The Final Trial: Zip Dash. If anyone can skip the wonder effect, please say something.

Just an idea for a type of run. Similar to minimum captures for Mario Odyssey.