This essay outlines a unique set of challenges that we confronted as a PhD supervisor and candidate, drawing on a research project within a United States Federal Prison. We elicit the challenges that can be faced at different stages before, during, and after fieldwork, and share three lessons for others. First, exploring unique phenomena and processes often requires conducting research in extreme empirical contexts, which while challenging, helps to establish the boundaries within which other archetypes can be studied. Second, educating incarcerated individuals is a challenge and an opportunity, and requires creative approaches that can transcend work, family, and social boundaries. Finally, while it is tempting for supervisors and candidates to embark on PhDs for instrumental purposes, helping to support and develop each other should be the core motivation. We hope that others can learn from our experience and reflect on and share more widely their own experiences and practices.