Guilt is useful only if we act on it. Otherwise, it is either misguided or a poor excuse for the unethical to feign morality.
Broadly, if something you do makes you feel guilty, you should either stop it, or get over your sense of shame. You generally shouldn't feel guilty pleasure, unless that itself is the basis for your enjoyment.
Especially when it comes to entertainment, you probably shouldn't feel guilty about most things you like. You can enjoy Britney Spears' music, 'Grease', or 'Plan 9 From Outer Space' all you want. If you're not wasting your life away on these things, what does it matter?
Even if you think they're aesthetically bad, that's alright. Campy, schmaltzy ridiculous, or just dumb material can still be fun. Don't feel guilty for liking harmless garbage. It's harmless. --Please note this is not an excuse for subjecting others to your bad taste. That is unquestionably wrong.--
If your entertainment involves people actually being hurt, that's different, especially if that harm is intentional and integral to the endeavor. Encouraging or enabling the indisputable physical damage the NFL and WWE require is arguably immoral, and probably something you should feel guilty about.
Sadly, this leaves Jackie Chan's movies in a murky moral space. We are fortunate, however. There is an escape. You don't have to be uncomfortable when consuming other people's pain. You can even do this while engaging in the world with your eyes wide open, acknowledging what you see. No delusions necessary.
Why not simply accept you enjoy watching people get hurt? Some economies are based upon the physical and mental destruction of direct participants. You can be okay with this. You don't have to feel bad about being bad, if you accept that sometimes that is what you are.