on going the bloody hard way

I was looking for something Rush Rhees on Wittgenstein and doing it the bloody hard way, and found James Conant's essay

Rush Rhees tells us: 'Wittgenstein used to say to me, "Go the bloody hard way".' And, Rhees adds: 'I remember this more often, perhaps, than any other single remark of his.'
...
Rhees connects what Wittgenstein means by going the bloody hard way with the manner in which Wittgenstein himself sought to practise philosophy:

Unless one understands this, then I do not think one can understand Wittgenstein's conviction that philosophy is important....Philosophy, as he practised it, was 'the bloody hard way'....And it was not only a way of thinking and working, but a way of living as well. And the 'hardness' was really a criterion of the sort of life that was worthwhile. Perhaps I should add 'for him.'