I'm guessing that's even harder than no death run, as if you die you end up at a bonfire. I don't even think it would be possible on a new character, think of how many weapons you would have to go through, or a long journey back to Majula.
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You can light bonfires but not sit at them. The only use able bonfires are the primordial ones. No bonfire run males it a long journey and needs careful planning but is easier than a no death run