I think the most common expression in English would be, “it’s too much trouble’’ (太烦了).
Less common would be, “it’s really a lot of trouble” or “it’s really troublesome’’ (真麻烦).
I’m not sure about the translation of “烦死了.” We have an expression “bored to death” but not one that uses both “trouble” and “death” in the same expression.
There’s a slang expression that is common and you might want to recognize it but I would not use it, as it's considered crude and offensive. The expression is used in reference to both people and things.
From the internet:
pain in the ass and a pain in the butt; a pain in the rear
Fig. a very annoying thing or person. (Crude. Potentially offensive. Use only with discretion.
An elaboration of pain. Use caution with ass. Butt is less offensive. Rear is euphemistic.) That guy is a real pain in the ass. Things like that give me a pain in the butt.
当你听到有人说谁是pain in the ass时，就代表这个人很令人讨厌，就是中文里的 “眼中钉、肉中”的意思。
BTW, in American English the form of the question is usually,"How do you say..." or, less often, ''How does one say..." "How to say" is Chinglish (although in an INDIRECT question we can say, "I want to know how to say...")