For a hard to reach set of jewels, a dragon and a thief with a 25 jewel follow the green thief of the dragon eggs through the window, bearing off to your left at the begginning of the stage. He will lead you all the way there through a series of super charges.
For the other jewels, instead of going through the window go right and jump off the platform down to the red thief waiting for a good chase.
Follow this thief through another series of super charges. You need all the gems in every stage to get into Nasty's treasure vault.