Plurimum opportet te ignem dexterius transire.
It matters most that you cross through fire rather skillfully.
Bukowski's title is long and rambling, but Latin is compact. Like Tom Cotton, I thought about how a Roman might say this rather than translating so directly from the English. I like all the translations and think it's so interesting to hear a translator's reasoning and to see there are quite a few ways to go.
Plurimum oportet seems like a reasonable way to carry the idea of "what matters most" in a Latin construction. I also like the way the paired te as subject and transire as verb are separated by ignem, such that the notion of crossing fire is suggested. Due to my desire for a Roman feel, I like dexterius transire to get at the idea that you need to walk through fire in the right way. I admit this changes the meaning a bit, but it sounds authentically Roman to me.
I liked transire better than ambulare, because "walk through fire" isn't a Roman idea. Also, I somehow started associating it with Erasmus's sweet little phrase, Bene ambula et redambula, said to someone leaving on a trip. Transire for pass through (a danger) seems a more Roman idea, though I take Ben Kovitz's point that walking is meant to convey nonchalance. Like Joonas, I took advantage that Latin can render "pass through fire" as a verb with prefix plus accusative instead of a verb plus prepositional phrase.
In transire plus the accusative, the things crossed found in Lewis and Short were campos, paludem, maria and flumen. Ignem transire seems like a reasonable usage then. The addition of an adverb or a phrase to get across the notion that how well or in what way you pass through fire is important. I chose to add the adverb dexterius Using the comparative degree rather than dextere seemed a good choice to construe with a lot of skill along with a sense of doing it in the right way or in a favorable way.
I have to give credit to Thomas a Kempis for inspiration. In De Imitatione Christi, he wrote: Oportet te bene per ignem et aquam transire, antequam in refrigerium venias. He's making reference to psalm (65-12):
inposuisti homines super caput nostrum transivimus per ignem et aquam et eduxisti nos in refrigerium.
Bukowski is nihilistic, but he is suffering in a way that feels hellish, so the Chrisitan reference feels right. I follow classical usage rather than Thomas a Kempis who uses transire and the prepositional phrase per ignem. This seems redundant to me. The Latin used in the Vulgate Bible to express the same ideas is not as close to classical usage as that of Thomas a Kempis, but is useful as a reference point.
See also Isaiah 43:2
2 cum transieris per aquas tecum ero et flumina non operient te cum ambulaveris in igne non conbureris et flamma non ardebit in te
(KJV)
2 When thou passest through the waters, I will be with thee; and through the rivers, they shall not overflow thee: when thou walkest through the fire, thou shalt not be burned; neither shall the flame kindle upon thee.
Now that I've done all this work, I see that another possibility based on my process is:
Plurimum oportet te ignem dexterius perambulare.