All Collectibles in order as they appear. The characters used are just examples. Of course, you can use whatever character you like with the according abilities ;-) :
Take the stairs down and open the door with grapple from Hawkeye. The Minikit is on the table and needs assembling.
Character: Iron Legion -- Video Time 00:31
Find and put together 3 Iron Legion. First you need to open the basement door with Hawkeye.
1. Iron Legion: open the door to the right with Ultron and Captain America. Destroy the plant pots to get a dig site for Squirrel Girl. Dig it. Build the Iron Legion.
2. In the center office, locked by the SHIELD terminal. Use telekinesis on the bookshelf with Vision. Then cut the shape out with Ironman. Build the Iron Legion.
3. In the safe upstairs to the left. Open it with the robot that Tony builds for the Story. Build the Iron Legion.
Access the terminal of the center office with a Hydra Agent (e.g. Doctor List)
In the Jarvis safe room, shoot the silver parts on the ceiling to get the Minikit.
Part B -- Video Time 03:07
Character: Ultron (MK1) -- Video Time 03:07
Discover the hidden object upstairs at the window with Black Widow and repair the discovered object with Tony Stark
Blow up 3 Ironman balloons
Pull the green handles with Hulk to get a Minikit on the dancefloor.
Stan Lee in Peril -- Video Time 05:05
Build the drinks machine as you would for the story and then rescue Stan by pouring a bucket of water over him (Vision). You may have to melt the ice statue with laser (Ironman) if there is no water in the bucket.
At the bar to the left, shoot the targets (e.g. Black Widow) and build a ramp for Quicksilver. Use it and get a Minikit.
Red Brick -- Video Time 07:00
The Collector is upstairs. He wants to be a DJ. Use Ultron to blow up the mixing table and take the record to the collector.