As far as I can tell(and please correct me if I am wrong), the only level you don't need to beat for Any% is Warp 3. Should only be a few minutes quicker than the All Levels category.

Any of y'all know a route that is faster than doing 35 out of 36 levels?

Okay, so I played through GEM again and was able to unlock Warp 4 without completing 3-6, 3-7, 3-8, and Warp 3.

I went through every level until I unlocked world 4(all levels on the first 2 worlds and the first 5 levels on world 3). Played 4-1 through 4-8 and Warp 4 unlocked.

I beat Warp 4 and no credits x.x

Going to try 1-1 through 3-6 next time. If that doesn't work I will try through to 3-7.

"Any%" category changed to "Warp 4" for more clarity/consistency within speedrunning. Generally speaking, any% runs require you to get to a game over/end screen or the game's credits. This run does not see the credits or any kind of game over/end screen.

Fastest route still seems to be playing all levels in order until world 4 is unlocked and skipping levels 3-6, 3-7, 3-8, and Warp 3.