Hmmmm tricky one.
Just beating a platform game in general on the Master System would be up there, given there were no save points and you had to do it in one run. So Sonic, Land of Illusion, Lucky Dime Caper etc were all strong tests.
Beating the Black car in Ridge Racer was another. Have to hold the perfect racing line for 3 laps at ridiculous speeds to stop it overtaking. That was tough.
Just beating Dark Souls and Hollow Knight.
Also completing Metal Gear Solid on Hard (no radar, limited health packs) three times in a row to unlock the James Bond tuxedo.