I agree. Bitter melon can vary quite a lot. Generally, in the ways I've enjoyed it most, I would put it between spinach & radicchio (radicchio is too bitter for me too). To me, Goya seems best when it's had that 'bitter prickle' rounded off by an umami taste.

Sesame oil has a lot of umami (or brings it out), so does fermented black bean sauce and fish sauce. I'd suggest trying bitter melon with umami rich ingredients to see if you could acquire a taste for it.