The easiest way to achieve this one is in the Bonus Chapter. When you have opened the stables there's a HOP scene to assemble your saddle by picking up like 15 pieces or so. Items and their locations are fixed vs. the ones in a "normal" HOP scene, which are taken from a list of items and therefore can vary. I advise to practise this HOP scene one or two times in the Extras section, then you're ready to do it.
Even if you fail, you can quickly play through the rest of the Bonus chapter (by this time you should have unlocked all the other achievements already and can therefore just skip everything), start it again and play the ~ 5 minutes to be at the HOP scene again.