You can easily get the first Puzzle Piece right at the start of the level. Just blow on the blue flower and the Puzzle Piece will pop out of the ground.
After shooting across a gap from a barrel, move left and pound a cactus at the edge of the platform to release another Puzzle Piece.
As you slide down this section after moving across a series of collapsing platforms, get the K KONG letter just before you jump across to the next platform.
Move across some collapsing wooden platforms until you reach a tippy platform with a Skellirex on it. Knock him off and then move to the platform’s right side to cause it to tip. Now run and jump to the left so you can grab the Puzzle Piece hovering in the air.
Continue across collapsing platforms and you will find the O KONG letter. Jump over it to the right, then drop to the left to get it. Quickly move to the right before the platform under the letter falls away.
After shooting forward in a barrel, jump left instead of sliding down a slope to the right. Land in a barrel and you will be shot across to a cave where a bonus area is located. Collect the four coins and lots of bananas to get the Puzzle Piece.
After passing the next checkpoint, you will be chased by a large boulder. Run away from it down a hill, then jump into a giant skull to get this Puzzle Piece. You have to make your jump count, since the boulder is right behind you.
After jumping over a short fence, quickly blow on a blue flower to release another Puzzle Piece for your collection.
At the end of the downhill run, make a running jump, preferably with Diddy Kong so you can hover-jump, and grab the N KONG letter. Then move left at the bottom while the large boulder comes crashing down.
As you run down another passageway, trying to stay ahead of the boulder, jump up on this fence, and then jump again to get the Puzzle Piece high in the air.
Keep going to the right, and you will find the next Puzzle Piece up in a shaft. This requires you to slow down and jump straight up to get the Puzzle Piece. Continue moving away from the boulder.
As you approach the tunnel’s end, pass a couple barriers and then jump up to get the G KONG letter. You have now spelled out K-O-N-G.
The final Puzzle Piece is directly below the Slot-Machine Barrel. Drop off the platform by the Slot-Machine Barrel and jump through the tar to get the Puzzle Piece. Then hop into a barrel to launch yourself back up onto the platform so you can hit the Slot-Machine Barrel and complete the level.