Dadá, could you please say more about the countries you have found to be immigration bullies?
The bully nr 1 is USA, UK currently nr 2, Australia nr 3 but by far the most creative (they even have an island where they ship you if they don't like you). Most of my experiences are from pre-Schengen era, and of course, never been to China, North Korea... actually many countries.
Generally, I tend to have it easier than most people at any border, because I'm a big mouth rather than nice. I cleared the US immigration (in Atlanta!) by promising the officer I would do my best to avoid working at all costs, and should it come to the worst, I would find myself a rich boyfriend instead. Six months later again, in Tijuana, by showing the guy my richly stamped passport and asking him if it looks like someone like me can ever stay anywhere.
The only time I've ever been denied entry (to the UK) was in Calais in 2012, and it was because I'd been stupid and forgotten both my passport and national ID in my bed table in London before taking the trip. There were no controls on the French side so I didn't notice until the moment I was at the British border again, on my way back, sitting in a camion I had hitched and found out I only had my British driving license on me. Denied, of course. So I walked back to the highway and hitched a small car (another queue). Denied. So I went to the pedestrian gate, for which I had to buy a pedestrian ticket for the ferry. But there were absolutely no people there, so the nice lady officer had enough time for me. I came humble and explained I'm an idiot who left all my documents in London. Luckily, I also had a demand letter from the HMRC with my name and address. She made a few calls and then let me in, which she was officially not supposed to do, but hey, some of them are still humans.