Looking at scripture, I see two interrelated things.
First we take it to the Lord. I have often said the Lord prefers our anger to our apathy. We can and should tell God about our frustrations and disappointments, even if on some level they are with Him. We see people in the scriptures doing this, and, really, this is pretty much what the Psalms are. So, if you are frustrated or disappointed, try praying the Psalms.
Secondly and relatedly, ask God what to do with your frustration and disappointment. Ask what He is trying to teach you or show you. Ask the “what now” question as much if not more than the “why me” question.
Friends, God will meet us in our frustration and disappointment, and in His time and way will work them for good. Take hope in Him.