I searched on Google - but mainly find "difficult" / "demanding". I am just wondering if there is any more appropriate word?
According to Thesaurus here is the list of words:
Main Entry: hard-to-please
Part of Speech: adjective
Definition: extremely particular
Synonyms: choosy, critical, demanding, detailed, finicky, fussy, meticulous, nit-picking, particular, picky, scrutinizing Antonyms: undemanding
The term scrupulous is often used to indicate a demanding nature, often with regard to ones own behaviour. Webster's Collegiate defines it as
extremely careful to do the precisely right, proper, or correct thing in every last detail
Another option is punctilious, also often used to describe the conduct of the decribed person. Collins defines it as
1.paying scrupulous attention to correctness in etiquette
2.attentive to detail
For a neutral option, you could use "selective", or "discriminating", so long as your context makes it clear that the discrimination exercised is not racist, sexist, etc.
I often hear high-maintenance bandied about for this sort of person:
(figuratively, pejorative, of a person) requiring a lot of attention or reassurance; emotionally needy
It suggests someone who requires a lot of work i.e. is difficult to please.