Ok first thing of, you can clear all 4 zones in sonny 1 by start the game with any class and don't select to have saves.

You need only to lose first battle, just skip until you die and re-load, if you don't have any save data and the game will consider that you finished the game, what you need to do is to go on normal fight (red one) and skip turn and auto win.

This glitch is still presented on the internet and I wanted you to know that you can use it for auto clear for achievements:

Saveless Slot Re-Load Glitch (Sonny)
In Sonny, when dying on a save slot that does not currently have a save (such as on the first stage, when the game hasn't had a chance to save yet, or when playing with autosaves off and never manually saving), upon clicking "< Click here to Re-Load >" the player is taken to an inaccessible zone. Quitting the game when the screen is fading out (at the end of a battle) may also cause this.

If you decide to do this glitch on Kongregate, the website thinks you completed all 4 achievements, and they will be given to you instantly.

In Sonny 2, this was patched by making the first battle impossible to lose due to Veradux's starting stats.

This glitch can be done on any version of Sonny. In Sonny Legacy Collection, the save file will be renamed to Lvl undefined undefined with every number in statstics reading as undefined.