When climbing on the outside of Count Olaf's Tower, you usually go to the left to work your way up the tower. However, sometimes if you work your way to the right and peek around corners you might not normally look, you can find health lockets.
Klaus has the ability to do more with flying with Violet's invention; use Klaus for that to fly over things.
At Uncle Monty's house you will need to make a pair of Levitating Loafers for Klaus. You will find one of the invention pieces, a pair of boots, outside the shed, above the door, in Uncle Monty's garden. In order to climb up and get the boots, you will need to use the Brilliant Bopper (or the Fruit Flinger) to knock over the water cans that hang from the second floor windows. The spilled water will cause giant flowers to grow. You can then jump on these to get over to the roof and grab the boots.
Go up to the West Hall. There is an enemy around the corner. With Klaus, go to the wall and wait, then hit her. Go to the cabinet and push it. Go in the secret room. On the way to the piano in the main room, there is fan. Take it. Then, go to the kitchen . Another enemy is there. He will throw three meatballs at you. After he throws them at you, run up to him and hit him. Repeat the process until you win.
Aim your Peppermint Popper closely in front of her feet. Once it is aimed properly, do not stop firing. This should work for all of the Leeches.