If anyone cares I went back and finished up all of Vaati's palace. After beating Vaati you can go back and replay each of the 3 starting levels (tree, ice, fire) and if you get over 3K rupees you'll get the next set of keys. Beat the new Vaati level, then hit 5k on each of the 3 starting levels and unlock the last set of keys.
3 palaces, 3 retro levels, 3 hero doors, 3 Vaati levels. Quite a bit of content for a free title and I am pretty damn happy with it. However I am pretty jealous of those of you that are able to have local 4 player with this. I got so much more out of 4 swords on Gamecube that way.