Participatory research (PR) involves people with lived experiences of the research topic as co-creators of knowledge. I have the dual role of being both a doctoral researcher and the co-ordinator of a research group -- the Converge Evaluation and Research Team (CERT) -- which consists of researchers with lived experience of mental health challenges. I am using evaluation projects conducted by CERT to offer insightful case studies for my doctoral research, in which I am exploring coproduction in mental health research. I use learning from my doctoral research to explore how CERT can maximise opportunities for coproduction. Using a CERT evaluation of an arts project for adults with severe and enduring mental health challenges as an exemplar, this article considers my reflections on the challenges of PR as a doctoral researcher elucidated by Southby (2017): power and sharing control; adhering to the standards and procedures of an individualistic academy; inexperience and fear of failure; competing priorities; and time and effort. In addition, remuneration is also considered as a crucial challenge in contemporary research.