Strategy is a loose term for what is required for the Hall of Heroes. It is only visited in categories where chalices are collected, i.e. all categories except Any%. When you arrive, if the gargoyle talks to you, mash to skip the text. When you speak to the statues, make sure you mash through their dialogue, but also make sure you do not hit no. Otherwise you have to go through it all again.
The main way to lose time is to not know where you are going in the Hall of Heroes. Try and memorise who is giving what reward. In 100%, towards the end of the run, it is possible to skip getting some of the rewards altogether, i.e. you arrive and jump in the spot and when asked to leave, select yes. In Max%, you must collect all rewards.