This achivement is best gotten after you get the all items achivement.
I personaly did this last, doing everything else on another save file then using a new one to keep trying this. Reason being you can use the EX mode of "dash + all skill cards" to make this much faster and easier on yourself. You'll still be missing all the extra watches, knives, all skills other then dash and HP and MP capacity upgrades in this mode, as you would a in new game.
Quitting on the game over screen that appaears after death and loading the same file through the main menu works for this achivement. I was able to get it with EX mode and using this quitting method.
Hope this helps and happy hunting