The most harmful or unpleasant of two undesirable alternatives.
lesser of two evils
The least harmful or unpleasant of two undesirable alternatives.
take something in one's stride
Not to allow oneself to be set back, daunted, upset or embarrassed by …
glutton for punishment
One who persists in an effort in spite of harmful or unpleasant result…
on the horns of a dilemma
Facing a choice between two equally undesirable alternatives.
between the devil and the deep blue sea
Between undesirable alternatives.