I'm playing on default settings. It's not very difficult, but I don't honestly have difficulty with most games. I don't imagine that even the hardest difficulty would pose too much challenge based on the gameplay thus far.
I've not gone too far out of my way to find the secrets, so I'm not sure what about those might make it much more challenging, aside from maybe if they just enemy-bomb you when you pick something up. They seem to like doing that sometimes, just drop like 10 dudes on you. They're all easily avoidable though so it's not like even a ton of dudes would be very challenging unless they squished you into a corner and you literally couldn't move.
Maybe I'll try a level on Nightmare to see if it's actually any tougher.