I finally found the time to end the last bit of »challenge« that I was missing and ended up having the following thoughts feeding my monkey:

1. First, I'm very glad that they were made available again, for everybody and without a time limit: top decision here!
2. The last bit I was missing was the 20 festival public ceremonies as the Mexicans. In order to get it, I had to lower the difficulty (always got a faster opponent grabbing the Mexicans in the few games I did before). I find it a bit sad that many challenges push towards lowering the difficulty to make them faster.
3. I found the 20 times very repetitive and would have wish for it to be a lot less. I'm not even sure many players use that ceremony ever, doing it one time could have been enough.
4. For repetitive tasks, I'd be glad to get a small notification, in the same format as the one popping when actually getting the thing done, when reaching some threshold. In this case, it could have been at 10, then 15, then everytime until reaching 20.
5. An indication that some conditions are met to get a challenge could also be interesting (same kind of pop up but with a message like : you entered the era V with the Mexicans, make 20 festival public ceremonies to get »awesome reward«.)
6. We need a way to filter rewards better and to blacklist some of them, as @RedSirus suggested here.
7. In the same vein, I'd wish to be able to blacklist some personae: as beautiful as he is, horatio kills the immersion for me
8. Completing challenges gives access to a new personae: it would be neat to have them be available then as avatars on this G2G forum.
   A badge could come with it, maybe titles too.