Yes, proteins that require disulfide bonds are one class of protein that can be difficult to express in bacteria. I don't have much experience trying to express these types of proteins in bacteria, but here's some advice I can give:
1) Is the disulfide bond actually necessary? If you are able to do genetic experiments in the organism from which the protein originates, does mutating one or both of the cysteines to serine affect the
in vivo function of the protein. If not, you may be able to get away with expressing and purifying the mutant.
2) Proteins that require disulfide bonds for correct folding often misfold in bacteria and form aggregates called inclusion bodies. If you protein is a small, single domain protein, you may want to try purifying these inclusion bodies, denaturing them, then refolding in the presence of oxidizing agents to obtain your protein. This can work quite well in many cases and I've had a lot of success with this approach (it often yields a much cleaner protein prep as the inclusion bodies basically contain only your protein of interest). Here's a useful reference for inclusion body purification
http://www.sciencedirect.com/science/article/pii/S00766879096301723) You could try expressing your protein in the periplasm of
E. coli or using a strain engineered to facilitate disulfide formation in the cytoplasm. Here's a paper discussion these strategies:
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2689190/As always, the optimal strategy will depend on the particular details of your protein and the applications for which you'd like to use the purified protein. Finding an appropriate expression strategy will often require trying a few approaches until you find one that works.