Expressões que conheço: a hard nut to crack ou a tough nut to crack
pesquisando no www.thefreedictionary.com
a hard/tough nut to crack
a difficult problem to solve A company whose product has sold well in the States may find the European market a tougher nut to crack.
Além disto, existe a palavra: stinker
definition: a difficult or very unpleasant person or thing / An irritating, disgusting, or contemptible person. /
Something very difficult
Ex: The interview was a real stinker.