Yeah I did each b-side before I moved onto the next level so that the mechanics would still be fresh in my mind. Also forced me to get good much faster because I think they definitely intended for you to do the b-sides after you finish all of the levels.
The c-sides get unlocked after the beat the b-side for that last level. They seem shorter so far but the gimmick is that the last screen for each c-side is REALLY long. They're like 5 or 6 normal screens stuck together but if you die you gotta start the beginning obviously.