I don't understand how cycling in the Netherlands can be considered challenging. The place is made for cycling. Europe in general is excellent - at least compared with Britain - and the Dutch and Danish in particular have it down to an art. The challenge with cycling in heels will depend on the type of bicycle you're riding - the classic Dutch commuter bike, with the chain guard, wouldn't pose a problem. With others there's a chance of getting a long stiletto heel scuffed on the chain or caught in the front shifting mechanism. Smooth leather soles could slip off some styles of pedals, especially in the rain, and obviously you couldn't ride clipless pedals but the old standard quill pedal should give you sufficient grip.