The Ice King, back when he was Simon Petrikov, was an antiquarian and he enjoyed it very much. If he remembered being Simin there's a lot he'd regret, but since he doesn't remember...

Steve wanted to a artist from a young age, and he still enjoys drawing. He doesn't regret not being a professional artist anymore, though--saving people is so much more important.

Jack was raised to follow in his father's footsteps, and while he has regrets, it's not related to being a prince or to being a soldier.

Lydia is still in high school. The world is nothing but possibility right now.

Merlin never saw himself being a manservant, but since it allows him the freedom to follow his destiny, he can't regret it, even the most painful parts. Not yet, anyway.

Bilbo doesn't really work for a living...I think after the Quest, he may regret certain choices, but considering how things worked out in the bigger picture, he can't regret them for long.

Cecil is doing exactly what he was born to do. Perhaps in a very literal sense, too.