It should be mentioned that challenges are cumulative across replays whereby a player can complete only one or two challenges in one playthrough and complete the rest in another. This method will unlock the gold medal so it is useful if you do not fancy aiming for a perfect run.
Always try to equip your characters with body armour before attempting any missions, including any replays. This will ensure a smoother run and allow you to focus on completing a challenge 100% and less on your health bar.
Keep in mind that it may be preferable to many of you to leave mission replays for gold medals until after completing the main story. You will have significantly more weapons and equipment and your skills will be greatly improved when compared to the beginning of the game.