Level Select Cheatcode

To practice individual levels within the game, there is a level select code:

When in the 'Press a to start' screen, do the following input:
Left Left Right Right Down Down Right Right and press A

At this point, you can still select the difficulty of the game (easy is recommended due to damage boosts). When starting the game, instead of the zone selection screen, you'll be presented with a yellow level select screen. The levels will follow up as usual until you finish a 'zone', which returns you to this screen.

When doing an actual run, make sure you turn the device off and back on so the Level Select cheat is disabled. A normal reset doesn't disable it (which makes practice easier).