Depends. Are the frustrations violations of your principles, or just incidental things that annoy you?
With women, I prefer to bring things up. Because I like to take every opportunity to reinforce my frame inside her mind, and women's 'defenses' against the right combination of honest words and emotions is usually very weak, especially in combination with sexual domination.
Guys are a bit different, I think it's better to do more silent evaluation and judgement of character. If he is unaware of the fact that it annoys me, I might bring it up very casually, but if he can tell it annoys me and does it anyway, I will reevaluate the relationship - how it came to this point, if I am operating with an effective attitude, if it's likely to get worse etc. Sometimes you have to accept a working relationship with someone who doesn't operate the same way you do, as long as any problems can be contained and do not spread.
In the end, if I really don't like something, I usually bring it up with everyone in some form or another, unless I have good reason to suspect someone of being simply malicious. Because I have made the mistake in the past of taking things too much at face value and reading too much into them, and finding out later that the other person's perspective was quite different from mine and perhaps had some validity. I like to always give people a chance to express themselves directly, unless doing so is likely to cause me a lot of further trouble.