There are no difficult stages on HRtP, only those which sometimes have two panels left after you bomb. :V Therefore Jigoku = much easier since said bombs give you more lives to deal with bosses which are easier on average. Just don't crash and burn at Kikuri's first phase.
Even for a no-bombs run Jigoku is easier; sure, more deaths because there's much more crap flying everywhere, but many, many more lives gained since it's freakin' impossible to combo anything properly in the Makai route.
Makai 19 isn't very hard, though; ofuda wall here, ofuda wall there, and it's more or less over.