We are ushered into a feminine world on page 1 of David Plante’s DIFFICULT WOMEN (New York Review Books, $16.95), when the author meets Jean Rhys in a South Kensington hotel lounge decorated all in pink — pink paper on the walls, pink roses on the carpet. Rhys, who became a literary grande dame after the late-in-life success of her novel Wide Sargasso Sea, sits decomposing in a pink hat on a red sofa under a pink lampshade. “I’m dying,” she says, and asks Plante to run out for a bottle of sweet vermouth.…