Hm, I think Hell is hard enough, and I don't actually think it's off limits for fun with friends games at all - yes, we usually die, but then we're probably at 90+ percent success chance of completing the game the usual way so Hell is quite good for an actual challenge (we could also switch to hard mode rather than regular, but hell is a more fun way to get bonus challenge because you get new enemy types, tactics, etc, rather than "everything is just harder").
In general, if people want to get more challenge they can always play on Hard Mode or try going through hell on a barbarian challenge or something - I don't think the game is lacking in ways to stretch players, for the most part!