A small glitch, noting for completeness: In Dyna Man's stage, at the beginning, wait for 16 frames, then run right at full speed. The Sentry Bee will fly overhead without dropping its nails—and no more Sentry Bees will spawn for the remainder of the opening section.
I'm not sure if this helps or not. To be worth it, the 16 frames spent waiting would have to be less than then number of frames spent evading bees later in the section. And by this point you would have the Volt Shield, which protects you from the nails, so the only concern would be contact with the bees themselves.
I don't know what causes the glitch. I tried for a little while, but wasn't able to reproduce it in later sections that have Sentry Bees.
The trick isn't very hard in real time, either. Hold down the J key before the level starts to buffer a full-height jump. Start running to the right as soon as you land.
Incidentally, from the top of this pole, you can walk to the left and get out of bounds.
The same trick is possible in Dyna Man's stage. Here, it skips a comparatively short portion of the stage. It also avoids the trigger that initiates lava eruptions and acid droppers in the following section. The necessary E Tank can be acquired in Volt Man's stage, from behind a destructible wall.
According to my rough estimate based on DarkKobold's TAS and LiteralGrill's RTA WR, farming four E Tanks in Sonic Man's stage—even though you need to die three times and continue for each one—is faster than playing through Volt Man's stage once.