I might say that soloing on your first time through the game is not the best of ideas but feel free to try it.
a monk will do it without cheating. im just about through the first dungeon with one, soloing on normal. monks have extra speed naturaly, can hide in shadows and detect (but not remove

) traps. the lack of lock pick does not matter since and critical doors can always be forced, although i will undoubtedly miss out on great armour and weapons (but then again, what does a monk want with armour and weapons). lay on hands is excellent, and stunning blow can be a lifesaver. with some care there should be no battle you cant win with a monk. just be careful in that plane of air section, i coudnt do the bit with the 6 mephits, so i hid in shadows and skipped them.
later on a monks ac will drop to ludicrously low levels (+ a huge bonus versus missile weapons) and at level 14 he wil gain 42% MR, with 3% per level from then on. soon enough i will have 100%mr, ac below -20, missile ac below -30, quivering palm, and immunity to normal weapons. plus immunity to charm, confusion etc. and +4 weapons for fists. what can go wrong?
for some reason though a monk does not seem a popular choice for soling. i cant see why, no doubt Dundee will come up with a precise explanation of why its not a good idea.