Oh, interesting. Someone picked up this game.
I know that there is some sort of a "frame rule", 7 frames or something, for exiting stages. that's why you can overlap the ! sign sometimes and you won't exit until a few frames later.
I think you messed up the moskito fight. In my run, I first manipulate him into flying to the very center of the screen before punching him for the first time. Otherwise, he goes into his "dizzy" animation and flies there himself, which is considerably slower.
As for getting those cages the first time around, that was more of a stylistic choice. Those cages I got were mere
frames out of the way, so I could not foresee very much of a difference between getting them now and coming back for them later with the running power if I'd just have to run through the whole level anyway. Unlike the cages in, say, Allegro Presto, which you pretty much have to skip then come back later, I doubt the margin of difference in getting the two other cages I got is anything more than 20 frames one way or the other.
There is a cheat code to give yourself all the powers. You could try testing it with that. I didn't think of that when I was doing the run.
I recommend going to get the helicopter hair before heading up to Moskito's Nest. Why? Because with it, you can get all the cages in Swamps of Forgetfulness on the
first runthrough.
On this route, I believe you can also get all the cages in Moskito's Nest on the first runthrough... kinda. See here:
http://www.youtube.com/watch?v=lKQxmnntNM4
