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"first world problem" is a correct and usable phrase in written English
It is used to describe a problem that exists as a result of a privileged lifestyle but which is often regarded as a trivial issue. For example: "His biggest worry of the year was whether he should buy a new iPhone; it was a real first world problem."
Dictionary
first world problem
noun
A frustration or complaint only experienced by privileged individuals in wealthy countries.
Exact(29)
First world problem!
I didn't have a First World problem.
The very definition of a First World problem: unopenable curtains.
All of this might sound like a "first world problem".
Some may wish to retort that worrying about the political implications of the phrase "first world problem" when used by rich people is itself a first world problem.
Ryan Brenner, Michigan State University College of Law, US The SDGs are a first world problem.
Similar(31)
File this one under "first world problems".
It drives me mad ("first world problems").
Still, these are very much first world problems.
These first world problems are actually a plus.
You could most cetainly file this story under the category of "first world problems".
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Since I tried Ludwig back in 2017, I have been constantly using it in both editing and translation. Ever since, I suggest it to my translators at ProSciEditing.

Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com