Single word for delightfully frustrated
The word you're looking for may be tantalized or teased.
OD:
tantalize: Torment or tease (someone) with the sight or promise of something that is unobtainable: ‘such ambitious questions have long tantalized the world's best thinkers’
tease: Tempt (someone) sexually with no intention of satisfying the desire aroused: ‘she had thrown herself at him and teased him’
More example sentences:
‘Those behind the service claim it will let mobile users ‘flirt, tantalise and tease other mobile users by anonymous text messages’.’
‘With his schoolboy hips and abs to die for, Mick Jagger still cavorts, teases, taunts and leers in exactly the manner you expect him to.’
‘His voice had all of it's previous teasing sexuality gone, only remained the voice of a dangerous man.’
‘Inside the pearly white gates of the heaven in another world, promiscuous women teased men and had many boy friends at the same time.’
‘When she woke up I kissed and teased her.’
‘Sure, Crudup's teasing sexuality during the first act is entertaining, but it's his desperation and her uncertainty that makes the rest of the film so enjoyable.’
‘Again, she kissed him, to tease him into state of fiery desire.’
‘Once, he teased me in class by doing sexual gestures and whatnot.’