Expressing the AG's by itself is not that difficult. The primary issues would be holding your dog still while you do it, for a small dog, finding the appropriate place to do it so that you are positioned correctly, and fending off any nipping that might happen. Unsurprisingly, dogs do not enjoy it.
I have done it to a number of dogs as staff at a vet, and did it to one of my dogs in the past--a lab/golden mix, and only because he was having anal gland issues at the time. Eventually they were removed when the problems would not go away. If your dog is VERY tolerant of such things, then you can try it. I personally do not recommend doing it yourself unless your dog needs it done very often for medical reasons (that is, AG's are getting impacted/infected).
In my view at least, AG's can be dealt with as "if it ain't broke, don't fix it." If you never see your dog scooting, they can be expressed once in a long while when your dog is groomed. One of our dogs would express his by himself when he would get too excited while barking at strangers through the window.
Lacy has never had her anal glands expressed and has been just fine. She naturally expresses them often when she poops. In fact, sometimes I can actually see the liquid being expressed. Even though it is a common thing to do when your dog is groomed, honestly your dog doesn't need it done unless it has problems with its anal glands
Having AG's expressed would be uncomfortable for the dog, but it should not "hurt," unless their AG's are infected/impacted/abscessed. It does not require much pressure.
If the AGs are problematic, in that case the dog would be sore, and you would see him/her "scooting," or licking the area excessively. Unless you see your pet scooting, you don't really need to worry about the AG's. Most of the time they take care of themselves--they are expressed naturally when a dog defecates.