1. Start a game on a difficulty you haven't finished and go all the way until you have a real gun.
2. Go to in-game option and set the difficulty to one that you have the tweaks unlocked with.
3. Enable your tweaks.
4. "Save and quit".
5. Go to main menu option and set the difficulty back to the one you originally choose.
6. "Continue" the game.
7. Enjoy.