Some people can handle stress well, some cannot. However, periods of stress can usually help us deal with it in the future. Someone who undergoes long periods of stress without a release and some relaxation may be doing themselves and their health no favors. However, some time periods of stress and being required to think under it, can, IMO, improve one's ability to act under stress.

Almost period of military indoctrination is all about something like this, be it boot camp, OCS, whatever. It puts those being indoctrinated under stress and requires them to think at the same time.

Drills are often induced activities designed to get someone used to acting and thinking, while under stress. That's practice.

One other thing I was taught to do when at sea was to train your mind to think about what if, what is something goes wrong, and to run through various scenarios in your head.