The phrase adds strong emphasis to how hard a task is, often more than just 'difficult'.

Emphasis on Difficulty

Use it to express personal frustration due to the challenge faced.

Emotional Frustration

It's conversational English, so it fits better in informal talks than formal writings.

It suggests an annoying problem, not just a difficult one.

It often indicates a problem that is consistently bothersome or keeps coming back.

Remember, this is a figure of speech. There's no actual 'devil' involved!