Man, am I having fun finding these little things. After hours of trying to clip through the gate and some other corners, I realized the solution must be much simpler. And it was, you just back jump with an egg into the fan blowing snow and jump while getting hit and you will clip right into the castle.
The camera is completely shut off at that moment, so navigating your way the first two seconds to get out of the secluded area you skip in takes some practice. Nevertheless, this should save time and it's really easy to pull of. Video coming soon!
Hopefully giving the right information, but I am playing on Gamecube (PAL) Or did you mean something else?
In the process of finding a faster route to the cannon that leads up to the Captain's Room (2-5) by using the biggest egg stage and bouncing from the springs to the nets to the palm tree. I am starting to think it's possible since I reached quite the height - the next challenge is actually getting to the platform with the cannon. I will record a video soon.
Yeah, that's what I meant. I play on Gamecube PAL too.
I tested the normal route & the fastest castle clip route I could come up with & got this, castle clip method being a few seconds faster:
I tried my own right red egg ideas but they were all slower :/
Also are you trying to get up here? 
Nice! Glad to know the Castle Clip is faster! And yeah, that is what I was trying. Since I don't see a yellow sign, I am assuming this screenshot is actually taken in (2-5) and not (2-4)? If so, how did you do that and is there potential to reach the canon?
Yeah, 2-5. I can't record anything right now, but I used the method in this video with the two small eggs right at the start. Shove them in the corner directly behind where you spawn. You can use this method to get a lot of height. Once I was up there I dashed then jumped and kept jumping on the slide to eventually climb up it, avoiding the holes. I tried to make my way to the cannon from there a few times but kept falling short
Holy shit, that is a really convenient way of getting height. I also didn't know you could get to the top of the slide by dashing and spamming jump - I got to the platform below the slide before by doing a trick similar to yours but it's much more annoying and messy to pull off. I'd shoot a big egg and on its way back make it impact by doing a soft pound and flying up that way. I am currently trying to reach the cannon by standing on the ledge and dashing from it and quickly pressing the direction of the cannon. So close!
I also found a very easy OOB clip in Circus 2 and I think it's next to a room in the fun-house. Meaning a potential skip-in for that level but it's very hard. :P
Squid, do you think it's possible to gain enough height to get up on the roof at the start of Circus 2?
Do you have a video of that OOB in Circus 2? It might be possible, using that method I linked earlier or this with the first sign in the hallway:
The OOB is when you start at Circus 2 and jump to lower platform on the right with the shit ton of monsters. Then go to the upper left corner. It 's there. But it goes so fast that I haven't found a way to control Billy and do an actual jump while going OOB (this does work with the gate clip for instance) so I don 't know if it has the potential I thought it would have. It should still be almost next to a room in the fun house though.
