Finally managed to deliver the key all the way from the mines to the end of the ice world in Spelunky! I really like how the tunnel man challenge encourage you to play the levels with a slightly tweaked objective.
An especially nice part of the tunnel man challenges to deliver the shotgun and the key is that it creates a naturally fluctuating intensity curve for the runs. On runs where you don’t find the required item, the intensity is low. Grabbing the item jumps up the intensity, which then steadily increased as you approach your goal and your resources deplete.
The fact that the different runs evoke very distinct feelings on a natural cycle from a single elegant goal is very cool! The key challenge even changes a successful run length from 4+ levels to 12+! (Through mines/jungle/ice world instead of merely through one of them)