FFIX's No Equipment Challenge. Not as ahrd as Lv1 Ozma, but hey, in this one you can't even SEE Ozma without dying. xD

FFVIII's No Guardian Force Challenge. No GF at all. Abandon them in a asylum. XD

FFIX's No Sphere Grid Challenge. And all of its variants. Remember, No Sphere Grid/Initial Equipment/No Customization is almost impossible (I mean, did you see Sanctuary Kepper's fight at Necro's thread? O_O), and it does get impossible in Seymour Omnis, as Necronopticous discovered.