You just gotta be tough, my friend!

No, in all seriousness the bike is grounded by the stinger clamped to the downtube. That makes a much better ground than I do, so a person can safely handle the frame while welding. I have been shocked numerous times while welding, but its usually due to accidentally grounding the filler rod to the tip of the electrode. As long as a person avoids that, one should be fine welding this way.