The emission limit of non-volatile particles (i.e., particles that do not evaporate at 350 °C) with size >23 nm, in combination with the real driving emissions (RDE) regulation in 2017, resulted in the introduction of gasoline particulate filters (GPFs) in all light-duty vehicles with gasoline direct injection engines in Europe. Even though there are studies that have examined the particulate emissions at or beyond the current RDE boundary conditions, there is a lack of studies combining most or all worst cases (i.e., conditions that increase the emissions). In this study, we challenged a fresh (i.e., no accumulation of soot or ash) “advanced” prototype GPF at different temperatures (down to −9 °C), aggressive drive cycles and hard accelerations (beyond the RDE limits), high payload (up to 90%), use of all auxiliaries (air conditioning, heating of the seats and the rear window), and cold starts independently or simultaneously. Under hot engine conditions, the increase of the particulate emissions due to higher payload and lower ambient temperature was 30–90%. The cold start at low ambient temperature, however, had an effect on the emissions of up to a factor of 20 for particles >23 nm or 300 when considering particles <23 nm. We proposed that the reason for these high emissions was the incomplete combustion and the low efficiency of the three-way oxidation catalyst. This resulted in a high concentration of species that were in the gaseous phase at the high temperature of the close-coupled GPF and thus could not be filtered by the GPF. As the exhaust gas cooled down, these precursor species formed particles that could not be evaporated at 350 °C (the temperature of the particle number system). These results highlight the importance of the proper calibration of the engine out emissions at all conditions, even when a GPF is installed.