One of my favorite ways to relieve stress or reward myself back when I was very hungry from dieting was to eat a whole lot of food while zoning out in front of the television. My mind could be immersed in a favorite television show while my hands were busy with the act of eating. All problems and worries disappeared for the duration. It was a very effective means of escape and relaxation. Now that I'm not hungry all the time and don't have any special "reward" foods that I rarely allow myself, eating so much at once doesn't occur to me or sound fun. My current obsession is working on a jigsaw puzzle while listening to podcasts. This has the same comforting effect but I don't have to be in a state of semi-starvation to enjoy it. Plus, I'm not uncomfortable afterward and I can get lost in it for a much longer period of time.
I used to read about tactics like doing a puzzle and think they were awful. If you're hungry, they definitely are. As a means of avoidance so that you don't eat food you desperately need, it's a craptastic suggestion to do a puzzle, take a walk, or paint your nails. Yet, when you're NOT hungry and deprived, nonfood options are actually rewarding and fun.
I thought I craved that kind of food escape because I was bored or an emotional eater, but food only comes up as a rewarding escape option if I've been undereating, restricting my food choices, or telling myself I should.