"Jane was never embarrassed, and for a pretty specific reason. The way she grew up — she was Methodist — she was taught you are not the center of the universe..."

"... which made her feel free, like no one was watching. 'To be embarrassed would be to assume that anyone in this room or anyone who witnessed this actually spends more than 5 seconds thinking about me. And they don't. Why would you think anyone but God gives a shit about anything you're doing, ever? They don't. Like, you are nothing. You mean nothing in the world. It's obnoxious, basically, to think that, like, any of your actions — that anyone is actually looking in your direction.' This worldview, that others weren't judging her, helped her not judge herself. Those thoughts just didn't occur to her."

From Episode 749 of "This American Life," "My Bad" (about embarrassment).

I've thought a lot about embarrassment, and I sometimes wonder what might life could have been if I'd found my way to immunity from embarrassment when I was a child. When you're a really young child, learning to speak, learning to walk, babbling nonsense, falling on your ass every other minute, it's all in good fun, and you never get the idea that everyone's laughing at me and I keep making a fool of myself. You have to learn to be embarrassed, but some people learn not to be embarrassed. 

Can Methodism help?