What's the verdict on the challenges? They worth it for unlocks?

Played BOI kinda as a passed time on and off. Never took it seriously. Recently started ACTUALLY trying to understand it and I'm fucking having a absolute blast.

Want to unlock everything but not really sure where to start.

Just unlocked Bethany and Isaac's D6 and I'm wondering what to work on next so I figured I'd do some challenges. They worth it to do currently ?