"Let's split up to search for clues, what could possibly go wrong?"
"Take this if you want to live."
"What devilish clue has the executioner got in store for us this time?"
"Oh no, ten minutes left. We're not going to make it out of here on time."
"He's coming! HE'S COMING!!!"
A little advice – you will need to put as much, if not more effort into finding the clues as solving them, so search every space as thoroughly as possible. You won't need to break anything or move heavy furniture, but you do need to search every nook and cranny.
The only times we had to ask for clues from the hosts were when we had inadvertently missed finding a piece we needed for a puzzle. Once we had all the pieces we were able to solve all of the clues.