There are some things in GURPS DF that are tough.
So tough that it's almost unfair.
Well, not really unfair so much as extremely harsh.
But still, imagine how hard life is for those 62-point schleps in Dungeon Fantasy 15: Henchmen, considering how hard it is for 250-point delvers from Adventurers.
Here are some of my favorite ways things are just tough.
It should go without saying that my players (maybe all players) hate this stuff.
Some monsters just blow up. They fight until you kill them, and then, BOOOOOOOM. Take some damage for your trouble. Revenge is a dish best served the instant you fail a death check for some monsters.
Still more monsters just hit. No attack roll, just hit. Often without even giving you a defense. In close combat with the thorn hound? You're hit with spikes. Within a certain number of yards? Take some automatic death field damage. Hit the flame lord? Burning aura. Nevermind some monsters just auto-hit at range, like the Eye of Death. You have Dodge 15 before DB? Nice, you just get hit.
Cones and area attacks are great for this, too - did you carefully position your mini for the best facing, best Retreat room, and best possible defensive and offensive action? Great. Here's a toxic death cloud that covers you and 1 hex more than your Move score. Don't bother rolling, except maybe against HT.
Speaking of which:
Penalized HT rolls
Want to randomly guess the HT roll for something in DF? Just guess "HT-4." It's not always the answer, but it's the answer pretty often. HT-4, HT-4, HT-4. It's a world where HT 12 and Resistance to Poison +8 isn't "near-total resistance" but "Generally okay against standard threats."
Add on top of that virulent diseases, magical powers, paralytic strikes, etc. - straight-up HT rolls with no penalties are for mild threats.
Cosmic: Ignores DR
Perennial favorite of GMs, it's the attack that ignores DR. Your weakest point has DR 8, the strongest DR 15+? Great, take 1d+1 toxic damage that ignores your armor. Amusing when combined with auto-hit and penalized HT rolls.
Lethal traps in general abound. But special mention goes to lava doing 8d+2 per second if you're immersed in it. "Use sparingly" is the advice DF2 gives you. Yeah, too much 8d+2 per second damage can really put a crimp in your style. Minimum damage from that puts a normal human to a death check in 2 seconds.
Against the PCs, or against NPCs who otherwise might have been allies. You need a solid Will to shrug these off, and if not, all the lethal powers you built up are now you friend's problems. Plus, it means a lot of the time you have to fight the kidnapped princess (who's probably a ninja, given the way the world works) if you want to rescue her. All the while dealing with attempts to mind control you, too.
I could go on, but those are some of my favorites.
What I think is a positive about all of this is that you can't solve all of your problems with any one approach. You are never invulnerable. You always have another thing you have to deal with - and you can't remove all risk by clever buff spells and investment of points. At the same time, you are challenged to get more skill, more defenses, and more options because all of them are always under threat. It's a rough, tough world.