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I now go to confession, and am fasting regularly, however, they are not challenging. That might be the wrong word. I don’t feel fasting is bringing me closer to God. Are there any other ways of showing penance, such
you might want to spend time reflecting and praying about the nature and purpose of penance, which is not necessarily about “feeling” closer to God. In fact, the whole feelings thing can be very misleading as they are not a reliable indicator of spiritual state or progress. We must be prepared for long periods of times when God works strongly in us, but we detect nothing, feeling dry and empty, because he allows no emotion or consolation because He is maturing us.
The purpose of penitential practices, and offering up un-sought for sufferings is one of them, is to induce humility–that is, true self-knowledge and perception of oneself as God sees one, and true perception of one’s relationship with God. The mother of humility is obedience so it is very wise to ordinarily choose the standard penitential practices dictated by the Church in her wisdom, tested through centuries of the witness of the saints. Nothing extreme outside these traditions should be attempted without permission of one’s spiritual director or confessor, because of the very real danger of spiritual pride, esp. in taking on a practice that others can observe.
Another purpose of penance is contrition for sin (one time where a public penitential act may be apppropriate such as with catechumens during Lent), atonement for sin, uniting with the sufferings of Christ in His passion, combatting vice and sinful habits or temptations, and purification from sinful tendencies.
A third reason for penance is voluntarily adopting solidarity with the poor–the materially, spiritually, psychologically and emotionally poor–including purification of attitudes about them (purity of heart a la the beatitudes) and ability to see Christ in the poor.
A good guide for someone looking for a “challenge” in penance is St. Therese’s Little Way, doing small things with great love.
Prayer, fasting (penance) and alms-giving (acts of charity) are a tripod, one is out of balance without all three which is why we emphasize all 3 esp. during Lent.
The Eastern Church has retained more severe fasting disciplines and since they are well within tradition you might want to see where they are discussed on that forum, as there is certainly no reason you cannot adopt them, but doing so will be of limited benefit without prayer and reflection on your attitude about fasting and your reasons for doing so.
with regard to finding a spiritual director, joining a secular association, third order, oblates, Opus Dei, society of penitents, or something similar and conforming to their spirituality is a good way of putting oneself under direction, because there is a rule involved for lay persons in so doing.