Struggling with a new belief


I am trying on a new belief..
“other people cannot hurt my feelings, my thoughts hurt my feelings.”
I am in the stage where I intellectually get it but I honestly do not believe it at all. I find when I am in a situation where someone says something to me and I feel a strong emotion such as anger or shame, it seems like the feelings happen in an instant and I cannot even process what the thought is, I just feel what I feel.
I am wondering if there are some bridge thoughts to help me get to this new belief. Thanks!