Word or phrase describing a painful learning experience

A few terms that could fit:

I learned not to touch my eyes after cutting chili peppers the hard way.

"Dude, you guys have it easy. I learned judo at the school of hard knocks." [Idiom]

a cathartic experience works as well.

You could use the phrase the hard way in your sentence.

through suffering or learning from the unpleasant consequences of mistakes.

"you're going to learn the hard way who you're up against."

So you could say:

You could say I have learned the hard way not to touch my eyes after chopping chili peppers.

• I have learned from bitter experience not to touch my eyes after chopping chili peppers.

from bitter experience [phrase]:

If you know something from bitter experience, you know about its unpleasant aspects because you have experienced it before

• She knew from bitter experience it wasn’t worth complaining.

[Macmillan]