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Additional information here. 'Spoilers though'

1. Normal bullets can't kill you in this mode, it inflates you. Dangerous than cake pieces of course.

2. Boss fight: usually if you lose on most modes, you can't gain back. But in this mode, you lose, and you'll gain back inflated. So you better win. In addition, you can't lose the carbs which you gained during boss fight.

3. Fully inflated doesn't give you an ability. No distant helpers, no burst bang, nothing. But special ability like 'bubblegum' does 'do the trick'. Even to the boss. Unfortunately, 'fully inflated' related skills still lose life.

So, the best option is blueberry and antimatter. Or you could use 'molded' in someway to not eat usual cake pieces (Not recommended cause of the gas meter hard to parry).

P.S. Although I tell these information, try to find out and experience yourself to enjoy the game. For you and the developer. ^^

As most of the modes, fully inflated is the key to proceed further stages easier, like distant helpers or burst bang. But watch your weight mode is kinda different. You better not fully inflated.

If you inflated too much, you'll lose a life.

I also confused about 'why I can't put this custom sprites?' like you. But recently I figured by someone's advice. To use the custom sprites, you have to drag the custom images into the folder, which means 'put the image sets'.

For example, if you want Penelope sprite for sally, go to 'Penelope folder', then copy or extract the whole set of the image(files) from the folder. Then put on 'Sally folder' like this current screen you're showing.

To cut in short, don't just leave the folders. GET THEM OUT.

And for just in case(you would already knew though), 

1. Only using one set for one character will work.

2. In the game, you have to turn on the 'custom sprites on'.

3. If you want to change the custom sprites you're using now, put them back to their own folder, then change the sets or leave it to play as their default character.