Win a game in Dol Guldur (can be easy mode) with one rule: you attach all the Objectives at THE FIRST action window.

When I first beat EfDG, I did exactly this because I didn't really understand the Guarded keyword and thought I HAD to claim them right away.

You are talking about the first possible action window, right? (AKA: The first Action window the objective is not guarded)

I have beaten this quest with core set cards only AND a self imposed limitation since i did not first understand Guarded.

I thought Guarded cards get a guard each time they are unguarded and a card is revealed from the encounter deck

So I did exactly what you ask - get them immediatley, so they dont get "re-guarded".

I only later realised this was not necessary.

You are talking about the first possible action window, right? (AKA: The first Action window the objective is not guarded)

Ooops, yo're right.