To the left of where you start, if you move towards the wall you’ll reveal a pinwheel. Blow into it to receive a horde of bananas, as well as the first Puzzle Piece.
The second Puzzle Piece can be located by pounding next to a cauldron found just past the first lavawheel.
Once the lavawheels get moving, they do not stop. Move quickly as you’re traversing them to avoid a lava bath.
Massive spheres of lava make a return to this level at this point. Remember, even touching the flaming wakes they leave behind is bad news, so make sure the path is clear before you move on.
Puzzle Piece three is found hovering next to a large lavawheel, but the platforms you need to use to reach it are spaced far apart and move quickly towards the lava. If you miss it on your first pass, there’s not an easy way to make another attempt at it.
Just past a Tiki Doom is a platform that you can pound your way through to reach a barrel that blasts you to a bonus chamber. Puzzle Piece four is found here.
After the checkpoint, you’ll eventually come across a cannon that blasts you towards a large lavawheel. Once it gets moving you cannot afford to slow down for very long, as the safe platforms quickly lower towards the lava.
After the first lavawheel gauntlet in this section, you have to hop up a series of small platforms, collecting the bananas that appear. Manage to collect them all, including the final bunch, and you’ll reveal the fifth Puzzle Piece just above the ledge you need to use to get to the next lavawheel.
The sixth Puzzle Piece requires even more speed out of you, as the paths here stay at the same level for quite some time before you can reach a slightly safer place above the lava as you’re being lowered towards it. Having Diddy makes it easier, but it’s possible to reach the cauldron you need to pound on this lavawheel with Donkey Kong alone if you’re good about using roll-jumps.
The last Puzzle Piece is incredibly easy to miss. It’s right next to the Slot-Machine Barrel, which is tempting to reach for and easy to hit by accident. You have to survive on this final lavawheel until the piece lowers into view on a platform to the right of the Slot-Machine Barrel.