Conway might have meant the Sega Megadrive version; I know "Lemming's Ark" is a level for that version.
Well, there were lots of levels that had me stuck for a while when I first played them, but then, I was very young........
Tricky 14 (Menacing): just could not abide the music -- or for that matter the sound of it with music off!
Tricky 25 (Cascade): I was VERY squeamish. Watching seventy lemmings turning into mush was not my idea of fun.
Taxing 6 (Compression Method One): hell, I'll never forget how happy I was when I suddenly realised how to do it.
Taxing 11 (The ascending pillar scenario): what I found hardest here was just trapping them in the first place, given the very limited space; I'd used miners before on levels like Taxing 3 but it never occurred to me to use diggers. I think I did it in the end by some sort of mixed mining and digging.
Mayhem 2 (The Boiler Room): because it uses a unique trick and until I got it it looked impossible
Mayhem 14 (Pea Soup): because I was on a black and white machine at the time, and the "peas" don't show
Mayhem 21 (With a twist of lemming please): shamefully, the one level I never solved; I had to get my friend Joe to show me the solution. I don't really know why I found this one such a problem.
Mayhem 26 (The Steel Mines of Kessel): because this one is hundreds of times harder on the Mac version, harder than any other level on either game. Took me ten years, after which I found the remaining levels really easy.