Challenges are also just that, challenges. Additional incentives for those who want to play the game in a different way. No need to restrict/limit that.
Except when they're not a challenge. Hell, some of the settings of a challenge (AoMr's advanced pistol, AoB's berserk on Full Heal) make them easier than normal games. You make them sound analagous to Nethack's #conduct's, more self-imposed by the player than defined by the limits of the challenge.
And AoMr will be much harder the next release I guess :/
A little example of how overpowered (advanced) pistols are right now:
I'm playing a Light Travel game, on medium. Because I don't have much room for ammo, I ditched my Chaingun in favour of pistols round about the Chained Court or so. I was lucky enough to find an advanced pistol round about Floor 15, so my current setup is
Main Weapon: Advanced Pistol 2d4 [13/13] R2S2M3
Secondary Weapon: Modified Pistol 2d5 [6/6] D1S1
Finesse 2
Son of A Gun 3
Dual Gunner 2
Whizkid 1
Eagle Eye 1
With that, and a lucky berserk pack somewhat near the entrance, I was able to stand in the middle of The Spider's Lair and hit nothing but fire and reload (I didn't even bother to reload that second pistol when it ran out), just shooting every Arachnotron around me until they were dead. None of them moved or fired once.
Advanced pistols are better than advanced BFGs right now, IMHO, if you get them early enough. They need to be nerfed in some way.