You could select a number of different characters to use in response to this question. Personally, however, the character I think of most as struggling is Max, the fist-fighting Jew who stays in the Hubermann's house. Not only does Max struggle with his situation as a Jew in Nazi Germany, most visibly captured in his dreams where he faces Hitler in a boxing ring, but he also struggles with his own internal guilt of how much his presence is risking the safety of the Hubermann family. Note what he says in the following quote:
I'm so selfish... Leaving people behind. Coming here. Putting all of you in danger...
Max, however pleasant an individual, cannot ignore the fact that his presence endangers the entire family that are being so generous to him, and this is something that creates massive internal conflict, especially as he comes to love and admire them all with the passing of time.
Max struggles in Part 3 when he has to travel to the Hubermann's with out getting caught. Rosa struggles because she is losing customers. Rudy struggles because his family is very poor and they don't have food.
It's pretty easy to lengthen these. I wrote a front and back page.