File photo shows European Commission President, Jean-Claude Juncker (right) being greeted by British Prime Minister Theresa May outside 10 Downing Street last week. Pic/AFP

Prime Minister Theresa May has warned the European Union that she will be a "bloody difficult woman" as Britain negotiates an exit strategy from the major economic bloc. May made the comment yesterday after day-long debates over a reportedly "disastrous" dinner meeting between her and European Commission President Jean-Claude Junker at Downing Street last week.