35-40.000 PVCs a day means that you are more or less in constant bi- or trigeminy. An amount of PVCs this high will likely affect your daily life, as the hemodynamic output from a PVC is not as high as from a normal heart beat. Some research indicates that some people suffering from 20.000 or more PVCs a day may be at risk of reduced cardiac function from the PVCs, but I would assume that your cardiologist already has ruled that out in your case.
My opinion is that it's weird if your doctor doesn't offer you any treatment, if you are having severe symptoms.
First line treatment is a beta blocker. In many people this will resolve the problem, more or less (meaning a reduction in the PVCs by a factor of 10-100) which in your case would be going from 35.000 to 350-3.500 a day. However, in some people beta blockers doesn't help and could actually make the problem worse. It depends on whether the PVCs are caused by adrenaline stimulation or not.
If beta blockers fail, antiarrhythmic medication could be considered (unless you've had a heart attack, if so, research indicates that some antiarrhythmics may increase mortality). Calcium channel blockers are sometimes used and are considered less risky than antiarrhythmics, but they are more effective against atrial arrhythmias / PACs than PVCs, but they are sometimes used to treat PVCs that origin from the RVOT.
If all medications fail, ablation is an option. Success rates vary from 50-90 percent, depending on the origin of the PVCs and how skilled the EP doctor is.
I doubt that any natural supplements will do the trick. Some people experience effect from magnesium supplements (but because magnesium is a biological calcium channel blocker, the effect, if any, is better on PACs than PVCs). If there are any offending medications or substances, you may get an improvement if they are changed or removed (like stimulants, nicotine, ADHD medication, caffeine, beta-agonists (asthma medications), noradrenergic antidepressants or stress hormones).
Following on the comments of is_something_wrong, your best options if you need to go the ablation route would be White Memorial and UCLA. Both do decent volumes in VT ablation (essentially the same skills needed for PVC ablation). If you belong to Kaiser, their Sunset center is a training center for UCLA and do a high volume as well. However, don't let a trainee do it. I believe all of them have the stereotaxis system as do almost all top centers that do a high volume of VT ablations.