Okay, what the hell? I just tried a UFO Lunatic run.
Stage 2, 2 deaths, once with 2 bombs in stock.
Stage 3, 2 deaths, once with 2 bombs in stock.
Stage 4, SIX DEATHS, TWICE with two bombs in stock.
Stage 5, two deaths, once with two bombs in stock (because I for some reason decided to try and capture Radiant Treasure Gun hurrrr).
And yet, after that terrible, terrible run, I still made it to stage 6. How the Christ did that happen?
...This might be slightly less difficult than I originally thought. :V