When he got out to fuel up his truck, he would not wear a coat, nor would he get back in the truck while it was fueling.
He had a truck that had a removable top for awhile. He took the top off and left it that way for a whole year. He parked it under an awning at night, so the snow wouldn't be covering his seats, but otherwise he was open to the weather, whatever it brought.
He always took cold showers, and we always parked at the end of the parking lot farthest away from the doors, because "You can always find a parking spot there, and you always remember where you parked."
I could go on with a lot more examples from his (and my) life, but the important insight that I gained from this kind of effort was that by choosing to add discomfort to your life, and learning to be at ease while being uncomfortable, makes it much easier to stay level-headed and relaxed when things happen in your life that are uncomfortable that you didn't choose. You become much more capable of absorbing adversity when you practice absorbing adversity.
One of the things I like about the show (apart from the improvised humour) is that the director tells them what they are going to do and it usually involves something that at least one of them hates. Then they all laugh about it and go do it. The suffering is part of the humour.
One of the things I think modern life has been bad for is that it promises to alleviate suffering. But I've found that suffering is something that brings as much good as it does bad. When we avoid suffering, we avoid all those good things. We become like an animal in a zoo -- everything is provided, but there is no point.
I wouldn't go crazy about this, but you could consider trying to add some suffering intentionally to your life. Just something silly like purposely eating food that you don't like. Then revel in the audacity of it. Brag about how you conquered the evils of liver or whatever. When people ask you why you ate it, then say something stupid like "I ate it because it was there".
Slowly, slowly introduce more things that you can do. Make fun of them, like the boggart in the Harry Potter series. Laugh at the stupidity of intentionally doing these things.
One thing I will say almost for certain if you try it: You say you have a hard time accepting yourself the way you are. You probably don't actually know what way you are (and I'm not trying to be accusative here). You've been trapped in your cage of comfort. You will surprise yourself, I guarantee it.
Good luck!