The Horseback Archery game in Ocarina of Time gets me every time. That's the only thing that stops me from being able to 100% that game in my sleep.
Moving on to Majora's Mask, there are a few things in this game that always **** me up. The second day of the Deku Scrub playground is one that I always struggle with, and more than once I've had to restart the cycle to finish it. Honey & Darling's shop, more specifically the bomb one (can't remember which day). Once again, I've had to restart the cycle to finish it before. Also, the Clock Town Shooting Gallery I always seem to have trouble with, especially since I usually play with the Wii Classic Controller (although I find it a bit easier in the 3DS version). Then there's also the Goron Races, which usually takes me a couple tries, and the Goron Moon Dungeon, which always takes me lots of tries and endless frustration.
If I don't use a walkthrough, there are still a number of places in Oracle of Ages that give me trouble, most notably Jabu-Jabu's Belly.
This isn't so much a struggle as it is just something with very frustrating RNG, the squid game in The Wind Waker can sometimes take me up to two or three hours to get all the prizes for. Also from this game, though I'm probably alone in this, I always find myself having a lot of trouble lighting the lighthouse on Windfall Island. It often takes me many tries and I usually run out of arrows before I can finally hit it in the right spot to light it. idk why I struggle so much with that, I'm sure I'm not the only one though?
In Twilight Princess, I forget the Boss Key almost every time I play the Lakebed Temple, even nowadays. I love the dungeon, but I do find it to be harder than OoT's Water Temple. I'm probably alone in that. That's part of the reason why I love the dungeon though. Also from that game, the mother ****ing Mini Freezards. God I hate these things. Every single time I encounter them, I get hit and freeze at least two times, and I recall one time, in one room of the Snowpeak Ruins, I got hit by the mini freezards 20 times, in a single room, and if it wasn't for Yeto's Perfect Soup and a Red Potion I happened to have, I would've gotten a game over for it.
And now Skyward Sword... ah Skyward Sword, I love you to death, but some things in you do frustrate me. For example, I always have a lot of trouble with the final Ghirahim fight. The only place I died in that game was against him. In particular, the part towards the end where you have to attack his huge sword often takes me a fair while to get through. Another thing that I struggle with is the Sky Keep puzzle, in which we have to move the rooms around. I've spent a lot of time in that dungeon moving the rooms around, and have spent a lot of time in frustration trying to get through all the rooms. Last but not least, while this isn't something I struggle with, as I find the fight extremely easy, but The Imprisoned is ridiculously annoying to fight, particularly the last two times, because you can't get close to his toes without getting knocked back and taking damage. The fight isn't hard, but this aspect of it is undeniably frustrating.
And of course I have to give an obvious mention to the Cucco minigame in A Link Between Worlds, something I can't even come close to completing. It's unnecessarily difficult.
EDIT: Also I have to give a special mention to the entirety of The Adventure of Link. I've beaten that game once and it was absolute hell trying to do so. I've come back to it a few times since, and have only been able to get as far as the first palace.