S.J.
I just stole candy from my son's dresser last night. I don't even feel bad about it.
What I do is allow myself a small treat quite frequently, sometimes even daily. It reduces the anxiety around indulgence and I never feel deprived. I eat healthy, mostly leafy greens and lean meats and fruit, drink plenty of water and I run, so I feel entitled a bit! Newmans has an amazing orange dark cholocate, and I will break off a couple squares when my cravings hit. Or, Pamelas makes amazing wheat and gluten free cookies that have much better ingredients than most store cookies.
And then sometimes, I just eat the candy - it is glorious! I just ate 5 girl scout cookies about 20 minutes ago. I didn't look back......
ETA: I also do the drink a glass of water and try to redirect - but that only works about 50% of the time. Sometimes, I just gotta have a cookie....