1) Use of pronouns. I know this is a really pedantic and annoying niggle, but I just could not get past the way the author wrote about her protagonist Cromwell. She wrote as though it was a first-person narrative, everything seen through Cromwell's eyes and thoughts - but in the third person.
But the problem with this is that if one writes 'Norfolk walked across the room. I opened the door' then it is immediately clear to the mind's eye who is walking, and who is opening the door. If you just do a global search and replace on 'I' and put in 'he' instead, rather than writing the sentence with names in the third person - then suddenly I, as the reader, am constantly slamming my head into scenes where I can't quite work out who is doing what. It made for a very slow read, because I was constantly going back and re-re-reading so I could visualise what was going on. Looking at other reviews, I see many people were also bothered by the inconsistent punctuation - this didn't bother me as much. I can live with erratic punctuation for effect, but I just could not sail past the use of pronouns.
2) And this is an entirely personal one: I just cannot bring myself to care that much about the Tudors - particularly fat spoiled Henry and his many wives. I don't know why. I was hoping this book would manage to kindle more of an interest, but no. I keep trying to read stuff set in the Tudor period and it never quite works for me. My interest in British monarchy just seems to peter out with the Wars of the Roses.