Something very minor. Mario, if you avoid him to the left when he first drops down, slides across the floor instead of running if you avoid him to the right.
EDIT: And, if you choose the exclamation mark character in Online mode and use it in EZ-mode, he doesn't have a bow.
EDIT2: Boss 7 is glitched in EZ-mode. At the end of the fight, the whole screen goes pink, making it very hard to see. I'm assuming this is a bug in the routine that draws the bow.
EDIT3: I've removed all cheating references in my previous posts. For obvious reasons; I don't want to encourage it.
EDIT4: I'm getting much better at this! A couple of days ago, I could easily get Pro Modes for Worlds 6, 9 and 11 (1 and 3 too, but they're stupidly easy to get). Today, I legitimately earnt the rest of them. I thought World 10 would be the biggest pain, but I was wrong. World 8 was the nightmare that took me ages - due to That One Room. If you know World 8, you'll know exactly which room. I could easily get there with none to few deaths, but that room usually cost me about 80 deaths alone. Somehow I got lucky and managed to get through World 8 with only 17 deaths. Eventually. I scraped World 10's Pro Mode with 27 deaths, after only three tries or so. World 4 was a little irritating - that took three tries. I got a really good first run, up until the gravitron which destroyed me for about 20 lives. Second run was hopeless. Third run was better and I did the gravitron on my first try - and that run cost me only 7 lives. I now have all eleven Pro Modes, earnt legitimately!
Also, today I earnt the Speedrun for Boss 10 without using the super-secret character, for the first time. It's pretty easy to get the other speedrun bonuses, but Boss 10's time limit is very tight. As it happens, I died just as I dealt the final blow - but it was just in time for the bonus!