GTA missions in general are a pain. That you cannot just save the game whenever you want to is ridiculous game design. That and the sometimes quite hard missions coupled with shoddy controls drove me away from two or three titles in the series.
I know, right? Lot's of driving back to the scene of the crime. I'm old school. On the old pc games, you could save and quit anywhere. My rule for Wolfenstein was to save after almost every room clearing.