Completed on 'Front Gates of EEEEEEEVIL!' (obviously) best done on second play through with pistols and swords upgraded.
Strongly recommend turning off auto-weapon switch in the main menu (under settings, gameplay). Otherwise you'll switch to other weapons if your pistol runs out.
Use your momentum on the bosses and you shouldn't find it too hard. Dying doesn't affect the achievement, although its pretty easy to do without dying. I did it with 'You've been Cole-slaw-tered!' which requires you to die a lot, still got it.
Grenades don't seem to affect it (I accidentally let one off and still got the achievement).