You can check how many diamonds you have collected per level by standing near the door of the level in the castle. This is will also tell you if you have collected the statue piece and the card/chile pepper if it is present for that level.
Since it is impractical to try and list the location of all 800 diamonds, I will post a playlist by walkthrough inITA
and all credit goes to him for his work. Although he is Italian, he gives no commentary and watching his playthrough will help you find the location of any missing diamonds.
The full playlist with one video for each level is here:https://www.youtube.com/playlist?list=PLNNDb_OthZQQx03YVHp2K
If you are trying to do it in one go, it is useful to watch his videos as you go along. In all but two, I believe, he collects all diamonds as he goes so if you follow along exactly, you can check how many he has at certain points and make sure you are on pace with him. In the other two he has already collected most or all diamonds in a previous playthrough, but still goes through it and collects each one again (previously collected diamonds turn gold for subsequent replays) for the videos.