You will need to get all trophies for "Time to Retire" anyway, and not dying is one of those trophies. In order to get this with relative ease on any level, utilize the Gentleman, and focus on getting the necessary treasures instead of cleaning the place out. In many missions, you can clean out and go without dying at the same time, but it adds an extra level of difficulty that makes not dying far more difficult on the last few levels. There are also a couple of levels you can finish easily using the mole, such as Banque Albert. You can note which levels you need to complete without dying by looking at them in the mission select, then looking at the trophies and checking whether you have the third trophy from the left or not (no dying).