Deleted saved data:
Highlight an entry at the saved game list, then hold Select and press A + B. Confirm the prompt to delete that file.
Mario EX puzzle mode:
Successfully complete all puzzles in ultra puzzle mode. Choose the last puzzle to return to the title screen. The EX puzzles can now be played.
Ultra puzzle mode:
Successfully complete all of Mario's and Wario's special puzzles.
Wario EX puzzle mode:
Successfully complete all puzzles in Mario EX puzzle mode.