ok a friend of mine told me about this,i havent tested it out if it works yet through (sorry if old news)

Step 1: start a new game and get Tails
Step 2: get the Jet Anklet and do the glitch to get Tails in the Casino early
Step 3 eat the Casino lv.
Step 4:quit the game and play as anyone but Tails
Step 5:unlock Gamma
Step 6:Beat Gamma's 1st two lvs.
Step 7: Go to Trial Mode and pick Tails
Step 8:There should be nothing in the spot that the lvs are meant to be
Step 9:Press A,the thing that tells you what lv it is should say Final Egg
Step 10 ress A

You will go in to Final Egg but you will keep falling.if you go around looking you may see a wall that you can go through.Now you can explore Final Egg as Tails!!!

NOTE:If you do step 5 and 6 with somebody else you will end up in there 1st lv...except Tails,which you will end up in the Hedgehog Hammer room
(again sorry if this is old news)