I haven't actually come across anyone who flat out declared that they were proud of participating in the Holocaust, at least not after the war ended.

The attitudes I have seen or read about vary according to the context. At a war crimes trial there will be lots of denial, evasion of responsibility and occasionaly an apology of indeterminate sincerity. A perpetrator talking with a survivor will invariably express regret about the Holocaust as such while minimising their personal participation, emphasising that they were forced to do it, and pointing out real or imagined acts of kindness that they showed their victims. A perpetrator interviewed many decades after the fact by a neutral reporter or writer will usually go into great detail about the mechanics of the operation while steering clear of the emotional or moral issues.

On the whole I have found the reading or watching of such testimonies a frustrating experience: there is rarely that moment of true insight, acknowledgement of guilt, and contrition that we need and expect from the perpetrators. And ultimately it cannot be otherwise: to truly face that one is capable of such actions is incompatible with the fact that we all consider ourselves to be decent people at heart.

A very typical example of the way most perpetrators deal with their past actions, and one that goes into great detail, is Into that darkness, the book that Gita Serenyi wrote about the series of interviews she had with Franz Stangl while he was in prison before and during his trial as commandant of Sobibor and Treblinka. He spends the whole book maintaining that he never took any part in the killings, kept far from all atrocities, that he in fact was mainly occupied with building works at the camps... Then there is one moment at the end where he finally speaks of his personal guilt. He died of a heart attack the next day.