The phrase "a frustrating exercise" is correct and usable in written English.
It can be used to describe an activity or task that is difficult, annoying, or yields little satisfaction.
Example: "Trying to solve the puzzle without any hints turned out to be a frustrating exercise."
Alternatives: "a maddening task" or "an exasperating endeavor."
Web browsing on a handheld is generally a frustrating exercise in scrolling around up and down and side to side in frustration.
It may also be a frustrating exercise in simulation.
Homework was a frustrating exercise and the girl's grades reflected her difficulties.
"I know that this is a frustrating exercise for you," she told the House Judiciary Committee.
His homework became a frustrating exercise in writing once, and then, at the teacher's request, writing again, just for legibility.
Predicting the evolution of software engineering technology is, at best, a dubious proposition; most typically, it is a frustrating exercise in disappointment and anxiety.
Unlike an automobile, where components are relatively fixed and separable, in the world of software the drawing of lines separating operating systems, applications and features is a maddening and frustrating exercise, one that has been the basis of much of Microsoft's control over the industry.
Whether Borges is in fact remotely suitable for cinematic adaptation is another question entirely — lots of reviewers hated the film (Variety called it a "wretched... bleary-eyed fever dream"; the LA Times "a frustrating... exercise in tedium and pretentiousness).
It was one of those frustrating exercises in which I could sense that a really great salad was lurking right around the corner just out of my reach.
In addition, many students wrote in their final evaluations that thinking of themselves as in conversation with scholars transformed research from a frustrating and alienating exercise to an empowering means of self-expression.
