A difficulty you chose and one that was done to you are not the same animal. The first reliably grows people — the hard route up, the job slightly beyond your competence. The second sometimes does and sometimes just costs.
Where the phrase earns its keep is in the chosen kind. Nothing gets stronger without load. The uncomfortable stretch where you're visibly not good yet is the only place skill is manufactured, and there's no version that skips it.
If something on today's list makes you uneasy because you might do it badly, that's usually the item to start with.