I created this guide because it really helped me to finish this game while knowing all the required Heroic scores so I hope that will help you too.

Make sure also that Zappy is On from the main menu (Treasure icon). It can save you score.

Note: I found all the Heroic scores in a xml file while I was searching if it's possible to include a custom level from the level editor inside the game to grind all the kills faster but it's not possible.