Yes, the difficulty of landing hadn't crossed my mind when I booked the flights (and the very tight schedule on both sides of the trip to Madeira). But it seems to be notorious amongst professional pilots (this forum has a video of a pretty terrifying hard landing there by TAP in March this year).

I'll be a bit more aware of the potential wind factor when flying to small islands from now on. Makes me think of the debacle over the airport on St Helena that was too windy to use for one and a half years after opening!