Beelzebub's Tales to His Grandson - G.I. Gurdjieff
I agree with you about Joyce and "Finnegan's Wake." I guess I'm too impatient to appreciate avant-garde literature and "stream of consiousness" writing. I'm just old fashioned enough to not want to have to read a dozen critical reviews and explanations of "keys" to symbolisms, etc., that explain to me what the author really means.
To me, it's analogous to being instructed in the meaning of hieroglyphics.
Has to be Ulysses by James Joyce. No one I ever met finished it and those that tried admitted they didn't understand half of it.