In Unbearable when you fall back down in the hole for extra boxxes, you can keep getting lives by going where the voodoo mask.
After you get there, go on the bouncy box onto the platform. Super jump O and X) and there will be two lives there.
Then die. Since there is a checkpoint right next to it, you can go right back and get those same two lives again.
They never go away. Slowly, you can build up your lives.