After unlocking the New Game Plus option for Easy Mode or Normal Mode, it is possible to start a new game plus on a difficulty setting for which it has not been unlocked. To do this, under New Game, select Easy plus or Normal plus, whichever is applicable. Instead of saving as prompted however, press circle to back out of your selection, and then select a difficulty for which the New Game plus has not been unlocked. Save the data when prompted to begin the game. You will begin the game with New Game plus status, without having unlocked it for the corresponding difficulty setting.