Riviera the Promised Land can be easy as heck once you can start grinding out those Skill Ups for stats early in Chapter 2, but the PSP version of the Bonus Dungeon is a whole different story. You practically have to treat every battle like a boss battle due to limited item stock, marginally passable stats, and only weapons that you find pre-mastered will give you Over Skill access (meaning no Skill Ups). On top of that, there's also the fact that battles give 1 less TP compared to the main game, meaning you absolutely have to S-rank every single battle, and even then, one wrong choice could even block you from proceed off of even the first screen!
Another case of where the challenge doesn't arise from the boss specifically but from a change to the game mechanics is Eternal Sonata's Mysterious Unison bonus dungeon. Upgrading your Party Level to the maximum Level 6 may seem awesome, with the benefits of Echoes carrying over between battles and maximum Harmony Chains increasing from 3 to 6, allowing to make a full chain of all three battling party members' special attacks. This would be fine and dandy if it weren't for the introduction of moving commands, which shuffles around the functions of your Attack, Guard, and Special buttons randomly when you execute a Harmony Chain. Makes things rough until you get used to it.
As for a specific boss, I'd have to say Tenshi from Touhou 10.5 was annoying when I was a noob who didn't know how to guard or graze...