One of the funniest I ever heard:
(Doing something quite dangerous) is like wirebrushing a wildcat’s ass.
Trying to come up with one of these would be like sending coal to Newcastle.
I’m not sure you used that right. Or maybe I misjudged your opinion of the OP.
“Coals to Newcastle” is meant to signify something that could be done but would be pointless, not something difficult.
That’s OK - futility is just as good, for my purposes… Indeed, some of the more extreme examples (sliding down a razor blade), although they certainly belong in this thread, can’t be used for my master plan…
Aren’t we just burning down the house to kill a flea here?
It’s OK to come up with a comprehensive list of these, but don’t boil the ocean.
You never tried to take anything from a baby, have you? 
Then there’s the ever-popular “screen door on a submarine.”
(They actually did this, once, if synthetic silk counts. And you allow more than one sow’s ear.)
A personal idiom of mine, when confronted with an example of fairly senseless consumerism or capitalism;
“Eh, at least it beats standing in line for turnips, comrade.”
Adding to this thread is like carrying owls to Athens
This is as useful as shooting at the moon.
And as effective as whistling in the dark.
You don’t tug on Superman’s cape,
You don’t spit into the wind,
You don’t pull the mask off the ol’ Lone Ranger,
And you don’t mess around with Jim.
This thread can go f**k itself.
(Right? If I’ve misunderstood the OP, I’ll be mortified) 
Don’t waste your time polishing these turds.
Don’t try to teach your grandpa to suck eggs.
Don’t spit into the wind.
It’s like sliding down the razor blade of life.
Song. Head. Thanks.
35 replies already? You guys are lined up asshole to elbow in here!
Like pushing a car uphill with a rope.
Like sucking a bowling ball through a straw.
I can’t think of any other ones. Any others that I would add would be like rearranging the deck chairs on the Titanic or putting lipstick on a pig.