(Note: The Road does not begin as a gauntlet; it becomes one after you get the Guitar Solo quest from either the Demon or the Salacious E member, depending on who you side with).
This gauntlet is a standard gauntlet, meaning that becoming overecumbered will kick you out, and you cannot exit and re-enter the gauntlet at the same place you stopped. This gauntlet is full of autotune resistant and autotune damaging enemies. If you're lucky, a succubus will drop a backstage pass, which soul-bounds on equip, which allows you to enter the castle in future visits without redoing the gauntlet. If you do not equip this trinket, exiting the castle will force you to redo the gauntlet to regain entry.