You're right in that FF9 is the easiest psx FF. But 7 can be just as easy playing a "normal" way. Running away to create challenge seems a bit...haphazard.
I tend to do low level challenges n FF8, but that's by actually fighting battles and carding enemies, which is actually challenging.
A more fun challenge in 7, is giving materia to specific people that ONLY befits the storyline. For me, Cloud is my red mage. He's capable of using basic cure and attack magic ONLY. Red XIII is my beastmaster, he can ONLY equip materia pertaining to animals (enemy skill materia, frog, mini, poison, summons) or beastly damage (2x/4x cut). Yuffie can ONLY equip materia that can allows her to manipulate. Being a thief, she is a master manipulator, so she can only equip stuff like steal/mug, mime, throw, confuse, sleep.
Aeris is my only white mage and she DIES. WHOOPS. I don't even use her, who gives a shit.
If I play Tifa, Barret, Cait Sith, Cid I change their shit accordingly. None of them can do what the GOAT party (Cloud, Yuffie, Red) can do. Follow the storyline, craft abilities that fit their personalities and battle experience, use creativity, and FF7 is a fun experience.
FF9 is not that type of game, but it is a post FF4-Final Fantasy, so you should expect this. The only 3d FF's with an inkling of challenge are 12 and 13.