Just to be sure we're on the same page, there are 5 levels in the game, and each level has several different "stages". It looks like it's the stages that are sometimes character specific. I think both characters will always play the first/starting stage in each level, but subsequent stages in each level are character specific.
I've made a test code to help verify that we're both talking about the same thing. This code will always make you start on the second "stage" in each level. You can use the code by itself, or with the level select code I posted earlier. If you use this code on level 1, I'm pretty sure that you will be in a "Donald only" stage, because I had never seen that stage before when using Mickey. You are much more familiar with this game than me, so let me know your findings. If it is a Donald only stage, then I will continue working on figuring out how to make a "Stage select" code. Have already hit a few brick walls, but have some more ideas.
World Of Illusion (European) (Genesis/MD) Game Genie
SAST-FE12
Start on stage 2. Can be used with the level select code.
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Note: I'm going on vacation tomorrow for a week and won't be able to make any codes until I get back.