It is possible to get to the Underground City on your own - you don't absolutely need the demon worshippers to trust you. Once you find the entrance it's just a matter of entering a second time with your waitress uniform to bypass unnecessary mob encounters. I mean, sure, the enemies do drop gold, but I'm pretty sure you're not nearly strong enough to make it worth your while at this point.
Though TBH going the "sneaky route" is probably meant more for a second playthrough.