Select Sonic from the Episode selection menu. Note: this works better if you have completed Sonic's part. Go to the building that is part of the Desert Stage (not the place where the Transportation Mirror is located). On the opposite side of the mirror, there should be a wall. Use the "Sliding" technique to get under the wall. While Sonic is landing on the roof, Sonic should do a sideways spin instead of a normal one. Note: This may not work every time.