Clear all the coins from a maze, then lock the door directly below the top exit. Run into this locked door from above to freeze to it. Press Up to complete the level without touching the exit.
Extra points
Pick up a coin or other bonus and simultaneously lose the last life.
Warp across screen
Stand inside the upper tunnel and continuously move back and forth while partway off the screen. Your character will eventually disappear and re-appear on the other side of the screen after a period of time.