If by "challenging" you mean "threatening" or "dangerous" then written warnings are by definition the least threatening type of punishment one might give - so they are not very threatening...just words on a page and a promise to increase the severity of punishment for some further or future infraction.
If by "challenging" you mean "difficult" or "confusing" then written warnings are only difficult to write in proportion to the difficulty of the goal you want them to achieve for you by issuing one. If you want a written warning to have a deep impact on a student for example, then it needs to be written in such a way as to show the student that their behavior is being actively monitored and give clear criteria that will trigger a more sever punishment.