Here's a pretty fast method of farming hex. It works best once you unlock the stage "Darque Nights".

• Pick a stage that has a goldfish pickup (10'000 hex) at the beginning of the level (Darque Nights works best).
  
• Get the goldfish.
  
• Breaker menu -> select level and restart the level. You will keep the hex you got from the goldfish and will be able to pick it up again.
  
• Repeat until you have enough hex.
  
• ???
  
• Profit.

UPDATE:
"Berserk" is probabilly even faster, the goldfish is at the top left of the very first room and you only have to skip one cutscene instead of two, plus there are no monsters.

Here's the goldfish pickup right at the top right of the first room in "Darque Nights":