Synaesthetic-oriented design, inspired by the phenomenon Synaesthesia, focuses on introducing unexpected or atypical sensory combinations into designs. Whilst this design approach has been used to design software, there is limited research into how it can affect User Experience (UX), especially in Mixed Reality technologies. This paper provides suggestions on how to create synaesthetic-oriented Virtual Environments (VEs) based on an exploratory study. The study had 30 participants split into three groups with different sensory combinations: synaesthetic-oriented (atypical sensory combinations), multimodal (typical sensory combinations) and visual-only (control group). Participants completed four mazes with puzzles which, for the non-control groups, had visual, auditory, tactile, olfactory and gustatory elements. The results suggest that positive aspects of synaesthetic-oriented design include surprise, participants creating their own links to the VE based on their past experiences and potentially presence. Challenges for synaesthetic-oriented design include balancing the simultaneous senses, not matching user expectations (negative surprise) and designing for participants with higher goal focus and/or need to rationalise. As the study was run remotely due to COVID-19, suggestions are also provided for incorporating smell and taste into a VE remotely.