I've been trying to complete the challenges within a single ruler lifetime. You specifically mentioned that interesting challenges are important to you, so I'm offering this as an option in an attempt to be helpful. I've really enjoyed it so far.
Challenges that had been trivial with unlimited time became very interesting with the time constraint. In particular, the 80 dynasty members objective was fascinating to figure out. It took me several tries, refining my strategy each time.
Challenges interest me time trials do not, time feels like a far more artificial constraint.
In the queen of egypt one being a female ruler does make it a lot harder. I only played female rulers in that one so I would know (someone recommended I turn on full gender equality, bad move)
Unfortunately, not really. There's a challenge to build great works, but it just requires that you start them, so it's really just saying, "dump ~7000 gold." Other than that it's just a matter of conquering some nearby counties and landing your dynasty members (there are tons). But generally it's extremely easy: you're Catholic, you're in no immediate danger of getting conquered, you have a weak overlord in Hungary, and the HRE is full of people to marry. It's pretty trivial.
At least with the Queen of Egypt/80 dynasty members thing, there's something to do, and if you're smart you can speed it up. It shouldn't take more than a few decades once you accomplish all the other challenges.
I felt the opposite the croatia one was fun since it was essentially that get 7000gold before you die, that I know how to do, getting family memebrs is all random though what fertility does your new family memebrs get, what traits, what diseases kill them to what extent are they prone to killing each other. That last thing was massively impactful inn may game half my dynasty had kinslayer when I completed (that was sort of my fault though I joined the assassins and misakenly made a lot of my characters secret sunnis who got burned at the stake, didn't help that since I played with gender turned all the way up muslim sucession essentially broke down completely. Oh and everyone married their cousins and had inbred kids who couldn't have kids of their own.
Gold on the other hand is fairly easy to get, you just do a good build order, make sure you up your centralisation and revoke everyone who you don't need landed, also the whole 5 landed characters did not have to be in your realm so you marry your sons and brothers of to female rulers and you never have to land any of them yourself. You got to reload for it to count foreign rulers for some reason though. Only real mistake I did was I declared a claim war for the kingdom of Croatia instead of just and independence war which would probably have been easier.
ticking warscore for holding my own land right instead of ticking warscore for them holding their land, when it comes to independence wars right?
Anyway for me it all got complicated by that some other rebel held the enemy capital so I had to siege down half his country and he called Epirus Sicily and Poland into the war at different times, on the other hand I captured myself one king and two dukes so I got a lot of ransom money to use for mercs. Anyway my character was 50 when I got out of that war and I thought I was doomed but then I got some really good health events and lived to 103, so yeah I guess luck is always a big part of it, but it also helped that I didn't have more or less run my entire religion in the Croatia game, whilst in the queen of egypt one I as one of only two indepndent sunni left at the end.