The phrase "a vexation" is correct and usable in written English.
It can be used to describe something that causes annoyance or frustration.
Example: "The constant delays in the project became a vexation for the entire team."
Alternatives: "a nuisance" or "a source of irritation."
It's a glory and a vexation.
Jews here constituted not a vexation, but a menace.
But being able to complete those conversations remains a vexation for many customers.
Coordination between the Taliban and the aid groups has been a vexation for both.
One of Miss Petherbridge's duties was to see that the puzzles appeared without typographical errors, which had long been a vexation to readers.
As for the name, it is often a curiosity and a vexation for those who didn't grow up with the dish.
Fall into a vexation-filled CIGNA reverie and you lose your concentration, go off your game, and start to mis-stomp acorns, so that instead of neatly flattening they squirt out from under your heel unstomped, or partly stomped, and bounce woundedly away.
Having attended a "Vexations" event some years back, I can advise prospective listeners that they may experience hallucinations of the Sphinx before the performance is done.
Even when I lose a pair of pants, a sense of vexation, a confusion arises in me that seems out of all proportion to the loss, and if the pants are suddenly presented to me apologetically at the dry cleaners I feel a strange giddiness, a tincture of the kind of joy displayed by reunited families in movies about Mormon heaven.
In all these ways Gaullist policy was a constant vexation to Washington, but in the long run it was probably a boon to the Western alliance for the technological dynamism, political stability, and military might it restored to France.
The surveillance videotape has been a major vexation.
