I certainly wouldn't reccomend any drills for increasing pain tolerance; as far as I can see the only way to do so would be to deliberately hurt yourself.
I'm not even positive it's something that you "build up" in the way you build strength or flexibility. I think it would be more accurate to compare it to maturity; that is, it happens over time, it happens when it happens, and there's very little that can be done to speed it up.
Of course, this is the opinion of somebody who knows nothing of the psychology or physiology involved, so take my advice with a grain of salt.