દાઝી તો દાઝી, પણ પૂછી પૂછીને ખાધી.

dājhī tō dājhī, paṇa pūchī pūchīnē khādhī.

Literally: It burnt her, yes it burnt her, but she ate it after repeatedly asking.
What it means: Engaging in a risky action after full warning and consultation leaves no ground to complain about the painful outcome.

Also said as

ગુજરાતી કહેવતસંગ્રહ (Gujarati Kahevat Sangrah) (1921) · read from the scan by machine — the Gujarati itself is unchecked · English is machine-made and nobody has checked it yet

Heard it differently, or know we've got the sense wrong? Tell us — that is exactly the kind of correction this needs.