This will be a list of steps that I personally used in my GD Box speedruns, with some explanations as to why I did them. Apologies if this seems too simplistic.
1: Right when joining, move half a block to the left or right and dig a two-block thick hole straight down to the gray underground tiles. Then, pile up by going to the side directly beneath your spawnpoint and jump up, placing a block every two spaces as you go. There should be one open column of space to your left or right when you're done. This gets you a hole directly to lava for use later, and gets you a stockpile of extra blocks.
2: Go to the fire biome as quickly as possible, and break the fire shards there. Stay in the biome until you have broken exactly 24 fire shards and crafted a fire pick. You will come back to this biome later.
3: Repeat this process with the ice biome, and then the poison biome.
4: When you have crafted a poison pick, STAY in the poison biome. Remove the spikes if you prefer, and get an extra 24 poison shards exactly.
5: Move on to the ice biome, and then the fire biome, and repeat the process in step 4 both times.
6: Repeat step 2, then step 4 in the shadow biome.
7: When all steps have been completed, go to the lava biome, and only collect 24 shards there.
8: Use the 24 shards of every type that you have obtained to make a bonus pick. Use the bonus pick to dig below the world and win the game.