Okay, so I just wanted to let everyone know that this technique still works great! I just got the achievement earlier this morning. Now, for a few details. I first played this game almost 3 years ago, entirely offline (no Live at that time). Beat it on easy (22/22), normal (22/22), and 17/22 completed on hard. Got 42 or so of the achievements before I moved on to another game. Didn't play it again until a few weeks ago (this time, with Live, same profile). Even though I had written down which stages I had received an A or A+ on, I started from Chapter 1 anyway, just in case. Playing on easy, it took about 2 hours, or so, to play through. The achievement didn't pop until after the ending credits, even though I thought I only needed an A/A+ on Chapters 6, 8, and 11. However, due to other posters' testimonies, I'm guessing that I didn't have Chapter 15 done with an A like I thought I did. Also, I didn't get a grade on Chapter 3 (seems to be pretty common), and still got the achievement. Also, also, I didn't clear my game save and still got the achievement, which tells me you do not have to be showing 0/22 on any difficulty. (as I previously stated, 22/22, 22/22, 17/22 when I got this) In any event, follow the OP's general directions and you should get this achievement, no problem. At least, I did.
Now, on to the treasure chest and MP achievements. Wish me luck.