An interesting question and possibly one of the best ones in this journal. For you need to test the philosophy against its usefulness and discard what doesn't work. It's also important to recognize the difficulties of philosophy practice and see if you can't adapt it to your own needs. I will have to consider this for a while, maybe tonight I'll have a good answer.
I suppose one of the painful parts is that you're never done. You need to find a way to love the process but it's hard, especially when you're always looking at what you shouldn't do and improve. Which can be depressing and exhausting when your mental fortitude is not so great (as in bad moods). I also have a lot of trouble with the Memento Mori aspect of it. I can't find the middle ground. It puts a lot of pressure to make every day amazing and seems, in my head at least, to not allow for rest and doing nothing. It's also quite easy to fall into the trap of pressuring yourself and abusing yourself when you don't quite live up to the ideal. Honestly, Meditations by Marcus Aurelius is an amazing work but it's a very harsh and depressing text. A lot of his frustrations are aimed at himself, and he doesn't seem very forgiving. It's the paradox of life, the answer lies in the middle of the paradox, yet I find myself hopping from one end to the other end of many principles of this philosophy. Embracing the two extremes one day over the other. You'll have to settle in the middle someway.
Title prompts are taken from The Daily Stoic Journal by Ryan Holiday and Stephen Hanselman.