The difference between the pain experienced through initiation and the pain of being disintegrated in hell is in comprehension. When we comprehend and eliminate our errors, there is peace, understanding, and love born as a result. This connects us with our Innermost. Hell, however, is a mechanical process; there is nothing divinely cognizant to be learned through being recycled against our will. It is destruction without cognizance, meaning: we do nothing to be destroyed in the abyss, and it does not take one closer to God.
Therefore, because it is against our will, disintegration through mechanical means is much more painful and slow, since mother nature has to eliminate our faults without our will. If we are lazy, then nature will work for us.
Those who enter into initiation take it upon themselves to become cognizant of their errors and to disintegrate the ego by will. While this is painful, it is nothing like the second death. Initiation is the only path that develops self-knowledge, and as indicated by the scripture Atma Bodha:
As fire is the direct cause of cooking so knowledge and not any other form of discipline is the direct cause of liberation. For liberation cannot be attained without knowledge.
Liberation from suffering results from knowledge. Knowledge is born when we comprehend and disintegrate defects. The joy of liberation guides the initiate as he or she is disintegrating defects, for with knowledge comes peace, strength, and communion with the divine, which impels the Bodhisattva to continuously perform
jihad: holy war against his own desires.
The pain experienced on the way is trivial compared to the path of the failures, the lunatics of the abyss who allowed themselves to be swallowed by the moon. This is well described by Giacomo Puccini in the first Act of his immortal opera, Turandot, when the Prince of Persia (a Parsi, worshipper of the fire) failed in the funereal ordeals of Turandot, Devi Kundalini, the Divine Princess Mother Death, paler than jade and more fatal than death!
However, by overcoming the dark night of the soul in Act 3, one attains the perfect matrimony, betrothal with the Divine Goddess. Truly a feat worthy of any suffering!
As for the complete disintegration of the ego, that process begins in the 8th sphere and concludes in the 9th, as described in the
Divine Comedy by Master Alighieri,
Hell, the Devil, and Karma by Samael Aun Weor, and
The World of Klipoth Course.