Since there has been a surge of interest in Challenge Modes lately, here a list of tips/exploits i learned during the cm runs and did not find in any guides. You might want to use them in your CM runs (be it the first 9/9gold or whatever else)
Sholomance: You can skip the intermission phase on the Barov encounter (2nd boss) by pulling her in between the book stands in front of her. As soon as she starts the intermission, you just chill there and she will return after 4-5 seconds.
Scarlet Halls: When doing the archer event, you can reset the archers after killing all small ones (except the boss), and all running back to the corridor you came from. This allows you to do the archer event a second time, which saves you:
1. Dog group around the corner after the archer event.
2. Pulling last group after invis pot before the 2nd boss.
Niuzao Temple: Apparently there is a glitch that allows you to slip through the crack of the gates baring you way after the second boss encounter (until the panda comes down and plants his mines), which includes using the motorcycle mount to get through the crack and then have the rest of the players jump unto the mounts side-kick through the gate and dismount on the other side till the whole group passed the gate (long before mines are planted and exploded)
I am not sure whether this really works or in the specific case where i experienced it the player in question used a wallhack, but i was not able to recreate this exploit.
Shado Pan Monastery: You can initiate the cleansing ritual (after the sha encounter) with several people at once to have it count more than once. Doing it right will set the requirements counter for the challenge mode to 4/4 on the first cleansing, allowing you to skip all groups until the last on right in front of the bridge.
Most of these will not necessarily help you with a faster time, but might help you if you struggle with certain pulls or with simply getting gold.
If you know of any other stuff, feel free to list them as well.