Telling someone to give up their job and live on the streets for a month just to know what suffering "feels like", in the hope of going on to become a millionaire... Sounds like a terrible idea! And good luck selling a book with that kind of advice.

I don't see why such a book would be unsuccessful given the prevelance of stoicism.

The next question is; How can one develop coping mechanisms without voluntarily undergoing hardship? (with exercises like CoZE, or voluntarily experiencing discomfort just to see what it feels like, but I don't think that's key)

There are a lot of different strategies. A classic one is spirtuality.

There Victor Frankl with the idea that it's about finding meaning in live. In LW lingo, having something to protect.

There are a variety of emotional techniques like meditiation or focusing that allow people to better deal with their emotions.