George Bergeron accepts his handicapping devices as part of his existence. He endures the "little mental handicap radio" in his ear, and the transmissions it sends to "keep people...from taking unfair advantage of their brains" as the price he must pay to live in a society in which "everybody was finally equal...every which way."
George actively resists Hazel's suggestion that he lighten the weight of the handicapping bag locked around his neck. Hazel contends that George could remove a few of the birdshot balls without any penalty, since he would not be in danger of being discovered if he reduced the burden slightly while he was at home. George has no interest in attempting such an adjustment to his officially-assigned handicap; in fact, he convincingly argues the importance of all persons following the laws and penalities in order to preserve the system for all citizens asking, "'The minute people start cheating on laws, what do you think happens to society?'...'Reckon it'd fall all apart,' said Hazel."
Vonnegut does not give us access to much of George's inner landscape. He gives us a few snippets of what George feels, and for the rest of the story, we have to deduce what George feels.
So, start with what we're told directly. George's handicaps hurt him. We're explicitly told that "George winced" when his handicap triggers at one point. Later he is "white and trembling." He suffers for his gifts.
We're also told that when his handicap triggers, "His thoughts fled in panic…" That means the handicaps cause him stress and anxiety. Through the handicaps, he is punished for thinking above and beyond the norm.
At one point we're told George tries to think about the ballet, but can't, so we can conclude he feels frustrated by the handicaps.
Since his handicaps mark him as more gifted than the norm, it is also possible that on some level George is proud of his handicaps—but that's a conclusion based on reader speculation, not something Vonnegut says directly.