A person very hard to please

Answer: Option C

One word substitute is Fastidious.

Obstinate: stubbornly refusing to change one's opinion or chosen course of action, despite attempts to persuade one to do so.
Unconquerable: (especially of a place, people, or emotion) not conquerable.
Fastidious: very attentive to and concerned about accuracy and detail.
Invincible: too powerful to be defeated or overcome.