After unlocking the New Game+ option for the Easy or Normal difficulty, it is possible to start a New Game+ on a difficulty that it has not yet been unlocked for. To do this, under New Game+, select Easy+ or Normal+, whichever is applicable. Instead of saving as prompted, press B to back out of the selection. Then, select a difficulty for which the New Game+ has not yet been unlocked. Save the data when prompted to begin the game. You will now begin the game with New Game+ status, without having unlocked it for the corresponding difficulty.