I've had some really great success in some extreme winds in GB&I but of course some pretty awful days as well, scoring wise. But I really enjoy playing in the kind of wind that makes the ball oscillate at all times, roll uphill, have trouble staying in large sections of the green etc. Combined with the terrain in those courses over there which is quite different than the courses I play here its a terrific mental challenge trying to come up with shots and imagine what they'll do and see if I can manage to hit them how I imagined and if they behave after leaving the face how I imagined.
I guess since I don't have shooting the lowest score as my primary goal for a round of golf in the first place its easier for me, but you really need to have a mindset where you don't care if you shoot 70 or 100, and truly play one shot at a time. Each shot is its own challenge, and sometimes hitting a really bad shot makes me enjoy the round more because I find myself with such an impossible or even laughably ridiculous circumstance that it is far more memorable than if I'd played the previous shot correctly and was playing my next from position 'A'. Those position 'F' (or 'N' or 'Q' and especially 'Z') are quite more entertaining to me, and kind of what I feel I signed up for by making the trip overseas.
When I've seen good players struggle - guys who are better than me under normal conditions but do worse than me when conditions get bad I've noticed two things about their play. 1) they lack the imagination and confidence/foolishness to invent shots they don't know how to play....you will find yourself in circumstances you would not have previously encountered, let alone practiced for, so if your only fallback is shots you've practiced on the range or played previously on the course, you will eventually be stuck. 2) their mindset is one of a golfer who expects he "should" shoot a certain number.....its sort of the opposite of someone going low getting out of their comfort zone and losing control of their game. They'll go high and get outside of their comfort zone and mentally they fall apart.
Maybe guys who live and die by the number on their scorecard will never understand how I can be livid at home after parring a par 5 but smiling and enjoying myself when I take a 7 on a par 4 at Ballybunion, because I managed to find a spot 6 feet off the right edge of the 7th green where the wind was so strong it was impossible to hold the green AT ALL, and I'd proven it with two absolutely perfect chips that had paused for a moment just on the edge of the fringe on the highest point, with the first finally falling back and ending where I started, and the second trickling faster and faster pushed by the wind until it fell off the far side of the green. From where all four of us ended up, one guy managed to hole his shot after a huge gust blew and turned the ball 90* straight into the cup! I love fighting the course and elements over that sort of thing.