Honestly, I like your second option better :-) To me, it "flows" better (sounds more natural). I would personally say, "It's difficult for me to grasp the concept of phrasal verbs". On a side note, you are right that phrasal verbs are extremely difficult. Not only are they confusing because they have more than one meaning, but they also rely heavily on context as opposed to literal meaning. Unfortunately, it's hard to avoid them because they are super important in a conversational setting. If you ever have questions don't hesitate to ask <3 You're doing great :-)

Hello! It is correct, yes! You can also say "Phrasal verbs are difficult for me to understand". I hope this reply was helpful!

Sezme gives good alternatives, but you could also say 'It's often difficult for me to get the grasp of phrasal verbs.' To me, ''get the grasp of" and "grasp" feel a little different. The former is less formal and somewhat less ambitious. 'grasping' suggest a better understanding than 'getting the grasp of'

Thank you