You listed my main three.
The monk tests get me riled because it seemed like someone in Black Isle really thought monks were cool and therefore made an entire (and unavoidable) section around them. Only alternative to doing the challenge is to slay everyone which to me is unaccaptable as I prefer good aligned parties.
Battle Squares is irritating but would not be bad IF it it not take "forever" to finish. 250 fights, come on really!!! I now use the Ease of Use mod even though it does not yield quite as much experience points as when I actually do them all.
The last time I fought The Last Battle it bacame frustrating as it was taking forever to finish. I didn't remember it taking that long my first time through. I was slowly wearing down Isair but after about 45 minutes I finally said "enough" and changed the difficulty to easy. Done in 3 more minutes.
I didn't think the Umberhulk and Huntsman cavern was that bad. But....to each....
The Iron Golems are tough, I fortunately lucked into a good solution my first time through.