I think everyone finds a different way to build their tolerance for discomfort. Rejection therapy is one of many ways. You can even approach gaining the prerequisite qualities using relentless resourcefulness - learn about overcoming fear, expose yourself to scary situations, repeat.

Definitely! My friend swears he's built tolerance for stepping outside of social norms and going for it by watching Curb Your Enthusiasm, then trying to recreate the same social awkwardness in his own life. Not sure that's terribly ideal, but it does appear to be working for him! (Outside of the awkward situations that is, he's been quite successful at breaking into the local music scene in a very short time)