When I was young, many years ago, and I was complaining about something or perhaps if I had hurt myself and was crying, my Dad would often say, "There were men in the war who had their heads blown off and never said owt about it." It may have been intended to make me feel better, but it didn't.
Have you ever heard this, or something similar?
I've not heard it but I guess that it sprang from dark wartime humour. Maybe dates back to WWI. Remember that the guys used to enlist en bloc from factories or districts, so maybe it was a localised in-joke which veterans recalled later.
That kind of darkly comic saying was rife when I was a child. My sister and I were in the habit of stomping up the stairs in a huff when we were displeased about something. Our great uncle had been severely injured in the legs in WW1. We were often told "Your Uncle Jimmy came home with his legs blown off and he didn't stomp up the stairs about it." A similar one was when we were doing something mildly risky - "If you fall off that and break your two legs you needn't come running to me. You'll have to stomp up the stairs."