Did you make sure you reinserted the GFX?
In order to overwrite GFX00.bin save a file under this name in the Graphics folder and reinsert the graphics.
What you will want is to create an ExGFX file (pick a number yourself, has to be 80+) and bypass the GFX list to insert it in just this one level. To do this do the following:
Extract the GFX and ExGFX (I assume you have already done this?)
From the newly created folder "Graphics" copy GFX00.bin to the folder 'ExGraphics'
Rename it ExGFX80.bin (or any number above 80)
Paste the correct koopa graphics over those in ExGFX80.bin
Go to your ROM and reinsert the graphics and ExGraphics
Click the red mushroom at the right top, check the little box and set SP1 to ExGFX80.bin.
It should now work properly, for just one level.
Of course you should fight fire with fire, you should fight everything with fire.
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Sadistic Designer - testing Pit without tools.