In fact, it was rather draining. The Einsatzgruppen - SS task forces that manually machine-gunned people (mostly Jews) during the invasion of the Soviet Union, including at Babi Yar - were disbanded fairly early in the war because of mental health problems among the staff. One of the main motivations of the characteristically "industrial" methods of the later Holocaust - first gassing trucks, then gas chambers and starvation - was to reduce the exposure of SS personnel to the act of killing, even when they were aware of and enthusiastic about their mission.

Source: "The Third Reich At War", by Richard J. Evans.