In psychology, there is an important concept, Flow or State of Mind based on Skill and Challenge. If we have a low skill level and a high challenge, our state of mind is anxious. If we flip it, we have a high skill level and a low challenge, well we feel relaxed. Going a step further, if we have a high challenge and a high skill level, there is a good chance that we will pop into the zone.
As golfers, most of the time, we just want to be chilled and relaxed. This produces consistent albeit boring golf. Golf is a game between the ears and a test of endurance. We really want boring golf for the most of the time, but with the possibility to drop into the zone by changing gears when needed.
Falling outside of your comfort zone on the golf course is not good for businesses. And more than likely going to end well. This is why we practice.
We don't practice, practice and practice until we can do something, we actually practice until we virtually cannot fail. A great example is holing 100 x 4ft putts in a row. If you miss on putt 99, well you start again. Trust me, your stress level on this dill at putt 91 is exceptionally high, because you are most likely there for hours, tired and back ache. You have to do something very simple, a 4ft putt, but under stress and fatigue. When you have a 4ft putt to win a tournament, yes you are stressed and fatigued, but you know how to dig deep, change gears and get the job done.
In terms of the question, by all means get yourself out of the comfort zone, but during practice. Really and really push yourself. I personally come of with some sick and torturous way to punish myself during practice. An example is that I was not following my pre-shot routine on specific occasions. I told myself that if I do not follow my pre-shot routine on every shot, I must walk back to the first tee and start the 18 holes over again. Yes, I had to finish in the pitch dark. Hard medicine, but I always now do my pre-shot routine.
In practice, set targets that if you accomplished, you impressed yourself. I want you to say to yourself, wow that was very hard, I didn't think I can do it, but I figured it out and I have done it. Your confidence level will shoot up and you will be able to bring it on the course.
For the last month, I have been working with a golf, who's short game was letting him down all of the time. He simply was really good on the range, but had no concept on how to get the ball into the hole. I pushed him so far outside of his comfort zone, physically and mentally, I thought I was going to get punched. The following week, he shot to exceptional scores in comps and won them both by miles. Literally, overnight he became a player.