"The Man Who Controlled Himself", a short story by Thomas Wylde, published in The Magazine of Fantasy & Science Fiction, January 1989, available at the Internet Archive.
The story is about a guy who has lost a finger or an arm and struggles with ghost pain.
"I guess it all began when I lost the end of my little finger in a sushi restaurant. I thought the man was through hacking at the tuna, but he wasn't."
He paused while they examined his hands. There was nothing wrong with any of his fingers.
Donald's head went back. "Oh, I get it. They sewed the tip back on. Damned good work, too," he said, looking for a scar.
Norge shook his head. "As a matter of fact, they never found the fingertip. I think it got served to the folks at the next table."
"You're telling me it grew back?" said Donald.
"Don't be silly," said Penny. "What do you think he is, a lizard?"
"No, he's right," said Norge. "Eventually it did grow back, but, for the first few months, all it did was throb. I thought I was going to die. And the worst thing was, it hurt the most right at the end, on a part of the finger that wasn't even there anymore."
"Phantom pain," said Donald.
"Drugs couldn't touch it," said Norge. "And brother, I tried them all, along with a bunch of off-the-wall stuff — guided imagery, white noise, cream of rhinoceros horn soup. You name it, if it showed up in the National Enquirer, I tried it."
"Poor baby," said Penny.
"I was ready to kill myself. I even bought a gun."
He does some kind of zen stuff to learn how to control his brain so it will stop telling him about the pain. He then pushes his brain control further and grows back his finger.
"My finger slowly tightened on the trigger, then — at the last second — I jerked the gun away and blew this humongous hole in the kitchen wall. I just stared at that hole and said to my brain, 'All right, you slime-bag, you're the bastard in charge of phantom pain, and you're the one that's going to turn it off. If it doesn't stop in five seconds, I'm gonna spread you all over the wallpaper.'"
"You shouldn't talk to your brain like that," said Donald. "It's dangerous."
Norge shrugged. "Well, it worked. I counted to five . . . and the pain stopped. And that's not all. In two weeks I had grown the end of my finger back — just by demanding it. I had taken control."
The guy keeps telling his brain what to do until his brain says "You want control, you got it" and stops doing all the subconscious stuff that most people's brains do, like keeping the heart beating and breathing.
"I had demanded too much, said Norge," and my brain rebelled. One night, when I was in — well, it doesn't matter where I was. The deal was, I heard a voice deep inside saying, 'All right, clown. You wanna control everything, fine. Do it. Control everything.' After that I had to remember to beat my own heart and breathe and digest food and so forth — the whole nasty business of living. I was in control, all right, but it was hell."
The guy ends up having to think "beat heart", "breathe in", "breathe out", "beat heart" all the time.
He had forgotten to stop sweating. Now he was drenched, and there was a puddle on the floor beneath the chair.
No wonder he was missing heartbeats. His electrolyte balance had to be all screwed up, and — oh shit! — there wasn't a drop of Gatorade in the house.
[. . . .]
She went on into the kitchen. He made saliva and swallowed it. "Add to — beat — the list — beat — some Gator — beat — ade."
Penny was already frowning at the list. "Now I've told you not to sweat so much!"
"A man's — beat — gotta sweat — beat — when a man's — beat — gotta sweat."