Well, I can only speak from my experience. I flew four-engined TPs for 16 years and my first jet was the DC-10. I found the transition very easy and the DC-10 presented little challenge compared to my last TP (the Short Belfast) which I loved. Due to an outburst of company expansion I found myself in the left seat of the DC-10 in just over a year as an F/O and I never looked back after that.
I spent many years as a TRI/TRE on jet aircraft and trained low-hour cadets, high time TPs, ex-military (including FJs) and Uncle Tom Cobbly and All. All of the pilots from the various categories were usually successful. Those who were not were very few and far between and would probably have been better advised to have taken up a career growing mushrooms rather than approaching a flying machine.
With my hand on my heart, I really could not say that any particular group presented more of a challenge than the other. It is my opinion that it is all down to the talent of the individual.