You can do any of the challenges on whichever quests you want. They are really just for fun, as there is obviously no reward aside from your own personal satisfaction.
The Minimalism game is a ton of fun, but extremely difficult. I still have never beaten Gannon in this challenge, though I have tried dozens and dozens of times. It's very satisfying to make progress in such a restrictive challenge, though. Overcoming a room of blue Darknuts or Wizzrobes has never felt better.




