I found two characters particularly hard to write: Nathaniel from Atlantis and Morgan from One Piece.
With Nathaniel, it became difficult because Atlantis took some many breaks and hiatuses that jumping back into his head was always imposing. His characteristics were not difficult, being your typical self righteous self proclaimed good guy, but I always wanted to portray it with a bit moral ambiguity (as that was a recurring theme in the RP). But the breaks and jumping around always required a grace period to get that consistency back.
Morgan is difficult because of the attempt to balance seriousness and humor in the RP to capture that One Piece flavor. I am better with dramatic characters, finding it difficult to really capture comedy in writing, so it's a challenge. That and I feel pressure to really give Morgan a character that isn't a straight rip off of Ace, whom Morgan shares many similarities with. I tried giving Morgan a speech inflection inspired by a handful of fellow RPers, so that helped a bit. However, that added the extra challenge of modifying his speech, which sometimes ruins particular moments (forcing me to drop it and disrupt the constancy).