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how to setdiff on lists of lists

Dear List,

I have a data structure like:
[[1]]
[1] 1 2 3

[[2]]
[1] 4 5 6
[[1]]
[1] 3

[[2]]
[1] 5

I would like to set differences between "aa" and "bb" and get as
result another list of lists like:
[[1]]
[1] 1 2

[[2]]
[1] 4 6

I am trying:

lapply(aa, setdiff, bb)

but I simply get "aa" back as result. Could you please point me in the
right direction about the combination of functions that I need to
accomplish this task?

Best regards,
Simone