The one that really drove me mad was the mandatory coin you got by playing the original DK arcade game, in order to face King Kruel. I never beat that as a child -- it was just too hard -- and only finally saw the credits when I played through it again after finishing my PhD on the Wii U's emulator. The save states were very useful!
I loved this game, and Banjo Kazooie / Banjo Tooie. So many happy memories.
Fungi Forest and Crystal Caves are okay, but have way too much switching between characters.
Gloomy Galleon and Creepy Castle are tedious grinds no matter how you slice it.