Out of the three authors you mentioned I think Joyce is the least approachable to be honest: Proust's one difficulty is his very slow rhythm (and if you manage to adjust to it there's a nice payoff on the other side, I loved the first book of the recherche) and I generally find Woolf quite pleasant to read so I'm not the right person to ask on the account of any difficulties in reading her work.
To ge back to Dubliners you may encounter some difficulties with the things left unsaid or only to be understood thanks to a wider context; it is however a much simpler writing mechanism than all that happens in Ulysses. I got by with some introductory notes that didn't bog me down that much and I enjoyed the effect Joyce was aiming for in those works.
I hope I was helpful and I gave you enough context to judge my point of view relative to what your tastes may be.