Based on the situation in the sentence, select the most appropriate idiom for the underlined segment.
He always takes up difficult tasks – those which are beyond his capabilities.

The correct answer is Bite off more than you can chew.

Let us analyze the meaning of the underlined segment and find the matching idiom from the options:
The underlined segment, "those which are beyond his capabilities", refers to taking on tasks that are too difficult or too large for a person to manage or complete successfully.

Now, let's look at the meanings of the given options:
1. Pull someone’s leg: To tease or play a joke on someone. This does not fit the context of taking up difficult tasks.
2. Bite off more than you can chew: To take on a commitment, task, or responsibility that is way too big, difficult, or beyond one's capability to handle. This perfectly matches the meaning of the underlined segment.
3. No pain no gain: A phrase used to express that suffering or hard work is necessary in order to achieve success. While related to effort, it does not specifically mean taking on tasks beyond one's capabilities.
4. Miss the boat: To miss an opportunity by being too slow to act. This is irrelevant to the sentence.

Therefore, the most appropriate idiom for the underlined segment is Bite off more than you can chew.