As promised from the chat, here is my two cents on the topic
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1) The Great Lemming Caper: This level has many different solutions, but none of them are easy to spot at first. Figuring out how to cross the terrain with two builders while delaying the lemming that isn't building is not an easy task. However, the terrain is so well made that even an experienced Lemmings player can find even more crazy solutions to this level!
2) No Added Colours Of Lemmings: There's a reason why this level is held in such high-regard by everyone. Not only is it brutally tough for a beginner to figure out how to release the blocker, but it's also tough to figure out how to save the miner at the end. To be fair, the game never told you that a lemming that turns into a blocker was automatically doomed… so it's pretty cool how someone can still logically figure out the solution. A Mayhem puzzle indeed.
3) Save Me: Although a little builder heavy and not so heavy on puzzle, figuring out how to control the crowd with a limited skill set so that you don't lose too lemmings still makes this level worthy of late Mayhem in my personal opinion. I don't even remember if I was able to beat this level when I was little.
4) Just A Minute: Getting to the exit is the easy part, but figuring out how to get everyone to that exit on time is the challenge! By biggest problem when I played this level for the first time was how some lemmings would turn around towards the end of a basher tunnel I would create, and that guarantees a lost because time would run out soon after. For a beginner the tricks that we might use to accomplish that today didn't come as easy.
5) It’s Hero Time!: A wonderful 1-of-everything puzzle where you better optimize your solution, or there will be no time to be a hero!
6) Postcard From Lemmingland: Almost everybody has said that this level was their first major roadblock. There's a reason for that. This level is part of the group of Fun remakes that take away your 20-of-everything and throw you onto a terrain with less skills, and where to use them isn't obvious.
7) Triple Trouble: An x-of-everything puzzle that's actually pretty tough. You don't have enough builders to do much, so you need to use other skills. Because of that it ends up being more of a puzzle instead of a do-it-anyway-you-want level.
8) The Steel Mines Of Kessel: Navigating these steel mines with only your wits and a lot of bombers is not a challenge for the weak.
9) Compression Method I: It's a level that used the compressed Lemmings solution before it was cool. Figuring that out for the first time is not easy for beginners who are unaware that something like that could work.
10) Upsidedown World: A tough puzzle where the limited destructive skills makes tackling the many obstacles in this level a challenge on its own.
Honorable Mentions:Heaven Can Wait! (We Hope): Nothing drove more fear into my childhood self than a level without blockers, and this level was the first one where it became a major problem.
The Boiler Room: Figuring out how to get past the flamethrower trap blocking the exit was the major puzzle in this level, which can throw a lot of beginners (myself included) off.