Collect the indicated number of Lucky Dolls, then talk to the Lucky Doll NPC to unlock the corresponding level.

Baal Tower: 70 Lucky Dolls. This level is accessed by the Dimension Guide.
Etna Boss Battle: 100 Lucky Dolls. This level is accessible from Etna's chamber
Overlord Priere Stage: 36 Lucky Dolls. This level is accessed by the Dimension Guide.