You don't even need to do this to progress through KHII you need to revisit Coliseum, Agrabah, Beast's Castle, Land of Dragon, Halloween Town in order to finish the game and thats it. I did the Space Paranoids world and the Pride Lands with the Oblivion Keyblade after beating the game, but in order to fight Sephiroth and get the Fenrir you need to beat Space Paranoids, but not in order to finish Kingdom Hearts II