There are multiple examples. It is difficult but apparently not so difficult that nobody attempts it. The accepted term for texts like that is "lipogram"; it's a popular form of the broader category of constrained writing.
Wikipedia has a page for "logology" which is apparently a term for the general activity of playing with language in that kind of way on a per-letter basis (so, including anagrams and palindromes, etc.)
https://en.m.wikipedia.org/wiki/Logology