There are various methods.
Some can be simple palette changes, some might need to alter vertex line width/weight, some might change sprites or models, others might go rather more in depth.
I doubt this is a thing the game keeps as an option (when you get cheats doing things like no enemies, only tough enemies, always run.... then it is usually because there is a potion or pickup, or logical option for it in the menus somewhere. If there is some cutscene or effect that sees it removed for some reason then you might be able to latch onto that with a cheat.