For folks needing to do Moxxi's, do local split-screen. Create an account on your console, then create a Borderlands character. I think you have to do a couple of quests to be able to fast travel to Moxxi's, but use that second, low-level character to start the challenge, and your regular high-level character to mow through said challenge. It will still take time (at least 2-3 hours), but far less time and you can do it whenever and not rely on schedules. This worked on both the introductory challenges and the long challenges.