You would have played nuzlocke challenge in any main game. But you would have rarely played nuzlocke challenge in any Mystery Dungeon game. Here is the place to do so.
1# You can use any of Mystery Dungeon games- Red Rescue Team, Blue Rescue Team, Explorers of Sky, Explorers of Time or Explorers of Darkness.
2# You must answer the test truthfully. No restarting or looking for a guide to help to get starter.
3# You must accept only the first recruit of any dungeon.
4# Any non user or partner pokemon dead must be released.
5# If your starter or partner is dead before you can release them, you must release them as soon as you can.
6# You can use 2 reviver seeds per dungeon.
7# The game is over if your parter or starter dies 3 times before you can release them or when all your pokemon dies after you can release them.
8# The challenge ends when you beat Rayquaza in Mystery Dungeon Red/Blue or When you beat Darkrai in Mystery Dungeon Sky/Time/Darkness.
1# You must nickname all your pokemon.
2# You must reach to Gardevoir in Red/blue