We can't say, this is our first time raising a puppy for sports, let alone a Malinois. My husband's current Mondioring dog is a GSD rescue (we adopted him when he was around 14 months old).
I wouldn't say our Mal was difficult to raise, she is very handler-sensitive though. We were involved in protection sports for 5 years before we got her. We really wanted her to become a confident, stable, and sociable adult, so we spent a lot of time on socializing her. Looking back, one thing I think we did right by her, is that we never rushed her, we let her mature at her own pace. We are very happy with the way she is turning out.