The cheat codes are replaced with easy to remember codes. The CTRF did not mention many but they explain the cheat screen nicly.

While Pause:
Mash L button = Cheat Screen
Mash R button = Go Next Stage

Mash Up = Map view mode (Then unpause and use A to spawn Jim back in)
Mash Left = Remove pause dim
Mash Right = Give extra live
Mash Down = Give Ammo
Mash any of the face buttons = Give Gun

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