Near the end of the first level, before a sign that says ''G'' on it, jump up at the edge of the cliff that's after the platforms. If you find an egg (that contains a bee), you know you've done it. At any Game Over screen from now on, hold UP, A, and SELECT. Then press START. You should repappear in the start of the level you died at with some extra lives. This game has a few versions and the code only works for some versions, oddly enough.
See the next boss ahead of time
When you defeat the first boss, pause the game as the first boss leaves the screen. You'll be able to see the next boss.