I would like to use a contracted form of "play a game with the difficulty set to hard".
Which of these options would be more appropriate?:
Play a game in hard mode
Play a game on hard mode
Maybe this is similar to cooking pasta "alla bolognese", or cooking pasta in a bolognese manner.
It's "on" because it is used in conjunction with the difficulty setting. It doesn't matter if YOU're playing the game; what matters is the setting it is on.
I'm not playing on easy. I'm playing on hard.
I've seen both, and a Google search, while not rock-solid "evidence", at least gives us an indication that both are more-or-less equally popular.
"completed in hard mode" -> 3,120 results
"completed on hard mode" -> 3,560 results
So, "on" is more popular, but only by 14%.
I'd say it's a matter of preference, or perhaps style.
Building on the answers from Max Williams & Jasper Locke I continue to make the case for on.
Even though generally the preposition in is more common with mode than on. Ngram
Also more specifically "in adjective mode" results in tens of thousands of hits on Google Books Corpora while "on adjective mode" results in 162 total.
If searching for play on/in hard mode the difference is bigger than in Max' search:
It's not uniform through other difficulty settings though:
In a nutshell, generally in is used in conjunction with mode and gamers can't seem to decide which one to use. It even varies between difficulty modes.
Yet you also ask, Is there a proper way to say that in a more direct fashion?
I would simply suggest to use difficulty (level) instead of mode. Indicators from google searches (275k to 35k in favor of on) to the random sample I did of steam achievement texts (Beat the game on any difficulty level, Overthrow the aliens on Legend difficulty) seem to suggest on is more popular.
Furthermore on works nicely for all extensions or shortenings of the usual sentences and can be used well with both difficulty and mode:
