I wouldn't say they are any harder but definately different. They require lower temps, lots of highways and bi-ways, lower UVB, and the twice daily requisite mist. I feed mine D. Hedi and pinheads/what the store sells as pins.
I adore them. They got itty-bitty feets, and itty bitty eyes, and itty-bitty noses that go beep-beep-beep.
Even after caring for several other species including demanding melleri and deremensis I haven't felt ready for pygmies. They might be well suited for my climate and completely indoor situation but getting their live feeders reliably (or any variety) is tricky. All pet supplies have to be flown over or shipped a long long way.
When in Madagascar we saw several species routinely and yes, they are adorable and amazing! At night many tend to roost clutching the tips of branches or ferns so they get the earlier morning sun to warm up. In the beam of a spotlight they looked like big water drops on the ends of their twigs.