I hate to necrobump this, but I was curious about one trick that doesn't seem to have been taken into account or addressed anywhere that I'm pretty certain would shave off quite a bit of time.
On some stages, one of the 'hidden' things activated by shooting at them is a bird which takes Minnie and flies away. She must then be retrieved before the level can be finished by finding another hidden thingie (always a key once Minnie's gone) that takes Mickey to a room, yada yada. The thing is, no matter where in the room you pick up the key, it deposits you back in the same room in the lower left corner.
The main use for this is that if Minnie is kidnapped on stage 1, after getting the stage exit key, Mickey can go to the room with the star weapons, pick up the key there to retrieve Minnie, and he'll be dumped out in the bottom corner, skipping about half the walk back (~4 screens total... 3 really since rescuing Minnie is about as long as one screen).
This also results in a few other potential time savers. Since you're taking a path that doesn't involve the cat on the way back, it can be skipped again instead of killed, and you don't need to have Minnie present when you pick up her weapon so time can be saved later by grabbing that while you're in the room anyway, although it may still be faster to manipulate the key to appear in the upper right corner and still skipping it instead of the upper left next to the chest.
In other words, the new path would look like this (excuse the MSPaint drawing)
Apologies if this was known and doesn't work because of the manipulation needed, but I'm pretty sure that skipping around a quarter of the first stage more than offsets the time. You wouldn't even need a bot or knowledge of the game's memory addresses for it either. ^^