The best way to train oneself, is to confront what we are trying to defeat. In sport it is common to train against opponents similar to those you will face in competition. Rather than let that a new experience overcome you, be trained and prepared for it.
So rather than wait for rejection to find you, go out and seek it.
Look for a variety of rejection experiences to train you to handle rejection in the long-term. So that it never deters you or frightens you. You are prepared for it based on your experience.
In this TED talk the speaker and blogger, Jia Jiang explains how he did just that. For 100 days he sought out rejection in a variety of environments and situations. He did this to learn how to desensitise himself to the pain and shame that rejection often brings. At first, these rejections can be tough for an individual. But by embracing them for 100 days, Jia taught himself how to deal with any rejection that might come his way later on.