Extremely difficult game in set against Heather (9)
I believe the answer is:
gruelling
'extremely difficult' is the definition.
'game in set against heather' is the wordplay.
'game in' becomes 'gruel' (I can't explain this - if you can you should give a lot more credence to this answer).
'set against' says to put letters next to each other.
'heather' becomes 'ling' ('ling' can be a synonym of 'heather').
'gruel'+'ling'='GRUELLING'
(Other definitions for gruelling that I've seen before include "Strenuous" , "Demanding" , "Severe" , "Arduous, backbreaking" .)