Hardest grind was definitely the brutal Chadley fights. Took me a few days to figure out good materia setups to get them down and learning all the mobs moves. Some of them would be near impossible without specific setups (at least for me) but I'm sure some turbo autist has already sped run them Cloud only with no damage taken or something. The final Brutal fight I actually found it way easier to not use Cloud at all, but its kinda dependant on you having a Genji Glove. The Legendary solo battles were actually easier for me, Clouds was the most difficult but the other characters were pretty simple imo.
You get a XP boost materia in chapter 13 in the temple of the ancients if you are diligent about looking for loot, and once equipped it works for ALL your characters not just the toon its equipped on. Post game you can just throw it on someone and grind levels extremely fast. I beat it at level... 48? I think and did 49-70 in about 20 minutes. Change difficulty to easy, fire+magnify, a first strike, and waste packs of mobs in a second or two. Open world packs, not VR or colloseum missions. Those are good xp but only the toons in your party get the xp/ap vs ALL of your crew getting xp/ap in the field. Gongaga as much as I hate the music has a ton of packs around the run down port area in the south. Its a fast travel spot too.
I wouldn't touch hard difficulty until you've done everything else on easy if you are trophy hunting. Easy game difficulty effects lots of things, not just mob hp/damage. Some mini games are easier with timing, etc. VR missions/colloseum stuff are easier despite the match difficulty. The exception being the Brutal/Legendary stuff. Blue materia is make or break in HM at least for me, and learning good combinations and most importantly the tough mobs you'll fight in hard mode beforehand really helps. Gotterdammerung helps some, but honestly the gengji glove is the primo accessory im this game.