Self-denial is commonly misrepresented as not enjoying any physical pleasure. But the Lord has recently shown me that this isn't it at all. Self-denial does mean that we can only eat foods that don't taste good, or avoid nice walks on the beach. It means that the enjoyment of a physical pleasure but rather the means to glorify God. If I eat a delicious meal, I should not look to the meal as the source of pleasure, but to the God who made the food and my taste buds.
Author and apologist, Ravi Zacharias, made an interesting point in this regard. He mentions that there are legitimate pleasures and illegitimate pleasures. The latter are obvious, sinful deeds that the Lord works out of us (best described as things that we could not possibly do to the glory of God). But there are many legitimate pleasures that can quickly become illegitimate. Ravi Zacharias uses the example of King David who desired a drink of water from his well. Three of his men sneak to get him the water, and he refuses to drink it. He instead pours it out before the Lord. (2 Samuel 23:16). Why doesn't he drink it? The desire for water obviously isn't wrong, but the fact that it put his men in danger, and they needed to finish fighting the battle.
Like David, we need to evaluate our desires and allow the Holy Spirit to decide if it needs to be poured out before the Lord, or if we can glorify the Lord through it. Remember that God created our minds, bodies, and emotions. He gave us the ability to taste and see and feel in our bodies, the ability to appreciate and enjoy and think in our minds.