In The Lord of the Rings: The Rings of Power S02E07 "Doomed to Die," Sauron (in the form of Annatar) has a revealing conversation with Celebrimbor. He draws a parallel between their situation and his own past experiences with Morgoth.
As Sauron coerces Celebrimbor (essentially enslaving him) to complete the Nine Rings of Power for Mortal Men "doomed to die," Sauron implies that his treatment of Celebrimbor mirrors how Morgoth once treated him:
Sauron: You must know it pains me, treating you like...
Celebrimbor: Like you've treated countless others?
Sauron: Like Morgoth treated me. Do you know what it is to be tortured at the hands of a god?
Celebrimbor: I cannot imagine.
This echoes a similar sentiment Sauron expressed to Galadriel in S01E08 "Alloyed":
Sauron: When Morgoth was defeated, it was as if a great, clenched fist had released its grasp from my neck. And in the stillness of that first sunrise, at last, I felt the light of The One again.
While Sauron is clearly manipulating Celebrimbor in these scenes, is there a kernel of truth in what he's saying about his past with Morgoth? Did Sauron, at one point, feel enslaved or tortured while serving under Morgoth? Are there any mentions of similar sentiments from Sauron in the books?