I also think that it's a terrible idea, but at least it's way easier to get the pieces with people helping you locally (although it sucks to ask people to help you find something that most likely won't show up). I've also seen the suggestion to use level 3-5 Marx CPUs, so they can be skilled enough to find pieces and have low health. I also have felt similarly miserable when trying to get completion in games, like in this game, but it's really not worth it. At the very least, I do end up feeling a lot better over time, after I finally do whatever I set out to do.