A few things...
#1 - The only video I have ever made using AR debug mode (frame-by-frame) was the first time I put up
the Lowrider just because I was showing it COULD be done, not that I had spent more than 3 seconds trying it at that point. The next time I played Smash, I practiced it, and put it up my latest Samus video (see last link in #2).
#2 - There are 3 videos that match your description:
- Phanna Phun - first video I debuted the DJC PMC for levels like Battlefield, Jungle Japes, Dreamland 64, and any other platform whose height is between short hop and full jump height.
- Phannacies - had only left-facing SHFFMC, and at the end, double homing missiles on Battlefield
- Enter the Samus - have alternating SHFFMCs, and missile spam on all platform heights
The videos get better the more experience I had, of course. I'm not sure which one you've seen, but I'd watch the last one for sure if I were you. Again, everything in the video was played manually, you can't hear game sounds if it's frame-by-frame sped up, nor can you taunt or use the c-stick in debug mode.
As for the actual technique, it's not too hard. My preference is to position my right thumb with the thumb tip over Y and the thumb base (between knuckle and joint) over the X. I then roll my thumb from tip to base to quickly press Y -> X to jump and then quickly double jump (a technique commonly referred to as double-jump cancelling, or DJC). For a level like Battlefield, the fastest you can do this, the better. For a level like Dreamland 64, it's good to start practicing there, but once you're really good at it, you have to actually intentionally slow down how fast you DJC in order to still make the platform.
And Watty makes the same point I saw Esam make once. "You don't HAVE to do this". No, of course not, you could full jump and be hella slow.