Cave Bad

You want to farm this ideally in the 1st level but is cumulative so can just do another run if you die at any point.

Blow one of the outside walls up and take your time dispatching the various enemies with your shovel. I recommend going into one of the corners and spam the attack button as they all walk into you. All the enemies drop a gold coin once you kill them but you could grind the outer walls for 10 mins to get this one after killing the three bosses.

This is the way to gain extra health/shields and the devil marks you need to legit complete the game(You spawn the devil on 5 marks)

You only need about 40-50 coins to get through the 1st 3 bosses buying all the shields/perks however so you can grind this however you want.

My full walkthrough is below if needed.

You can easily farm the coin collecting and enemy defeating achievements by a trick. You can use bombs to open up new areas where only enemies spawn (like 4-5 enemies). Just put a bomb next to a wall (anywhere), and a new entrance will be revealed "outside" the normal map.