This is a video of me, Tasselfoot, beating SeppuKuties with only losing 6 lives. The minimum lives lost is 4.
Levels you must lose 1 life: 1-3, 1-4, 2-2, and 3-3.
I also lost lives on 5-1 and 5-2. Both are doable without losing lives, and I know HOW to do them... just doing it is rather challenging. I also do 5-5 in 0 lives lost, which doesn't help at all so long as you do it in 3 or less lives lost. But it's kinda impressive, right?
Video is on 2x speed, except part of 1-3 that is 16x speed and part of 2-2 that is 8x speed.
Music: Chopin's 2nd Piano Concerto, 3rd Movement.