Gate 1 - Ice Slopes through Fire Room

Trigger Invincibility Glitch

Use the ice slopes to trigger Zero's invincibility glitch. 

Other than that, make sane climbing and traveling decisions (also mind the pits). Try not to destroy enemies (if you are invincible) since hits freeze the game for frames at a time. You can farm for health if you absolutely need to (going slow only loses time, nothing more)