Start a game on a difficulty you have not completed, and play until you get a 
real gun. Go to the in-game options, set the difficulty to the one you have the 
Tweaks unlocked on, and enable your Tweaks. Then, save the game, and quit. At to 
main menu, select "Options", and change the difficulty back to the one you 
originally chose. Continue the game to play on that difficulty with all your 
Tweaks enabled.