Saves on PC default to C:\Users(username)\AppData\LocalLow\Leap Game Studios
In order to reroll quickly: -Do a run that focuses on getting coin for the character you want to run. -Check items. If they are what you like, back up the save. -If they aren't what you like, start a game with a different character, and get them to 1 or 2 hits before death, and complete a room. Exit the game, and back up the save. -Load the game, die on purpose, and check the items. -If they're what you want, back up the save and start running. -If they're not what you want, close the game, load the save where you're 1 hit away from death with the other character, die on purpose and check the items again. Repeat until you have the items you want.
The only other annoyance is that it's beneficial to have the 3rd and 4th story segments available to your runner, as that's another chance at blazing past a room or two if you're very lucky.
I think the rules should be updated to only disallow story segments, as the only way to have this consistently is to manipulate save files like you suggested.