hair shirt
US /ˈher ˌʃɜrt/
UK /ˈher ˌʃɜrt/

1.
a shirt made of coarse animal hair, worn next to the skin as a penance or mortification of the flesh
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In medieval times, some ascetics wore a hair shirt to demonstrate their devotion.
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The monk's severe penance included wearing a rough hair shirt.
2.
something that causes constant discomfort or annoyance, especially as a self-imposed burden
:
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His constant worrying about trivial matters was a real hair shirt for him.
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Living with such strict self-imposed rules became a kind of hair shirt.