Thanks for the additional replies.
Dan, I think a biographical approach to Nietzsche (Stefan Zweig offers a very insightful and sympathetic one, in several of his writings) would clear a possible misunderstanding: the herald of the Uebermann and Wille zur Macht is very far from being a "master" socially. He's a sick, suffering man, ignored or despised by almost all his contemporaries. His praise of "real life" is poetical and ecstatic in many ways, and all the more moving. He doesn't want his own gloom to darken the cruel beauty of life both around him and in his own eyes, hence his sensitivity to the problematic of "resentment".
A popular broad-brush remark has often been made that the religion/philosophy of the socially, economically or culturally wealthy tends to be sad and austere, while the religion of the poor is joyful, lively and colourful. In spite of the obvious generalisation I guess there is some truth to that. Compensation?
This is very Gospel-like when you think of it: I'm thinking of the "beatitudes" of course, and this passage of James (1:9f) which I particularly enjoy: "Let the believer who is lowly boast in being raised up, and the rich in being brought low." This sounds a lot like "resentment," weren't it for the "boasting" in which the "rich" paradoxically shares -- in being brought low.
"Dear me, I am nuance!" (Ecce Homo, in an anti-German passage which all people who still connect Nietzsche with Nazism should read btw.)