I really struggle with this too. It can really be challenging. I've been working on a list of things to do when the anxiety happens.
They mostly involve a combination of "doing something" and "trying to relax" Listening to music, taking a hot bath, drinking hot tea, going window shopping, seeing a movie, going to the library, reaching out to friends, reading a book, exercising, cleaning, etc.
But recently I've been trying some other things too, more focused on "being quiet and still" and "relaxing." So if I can I might lie down for a few minutes, and just doing that a relaxing and breathing, even for less than five minutes, can someitmes help.
The other thing is I do deep breathing exercises and say to myself "relax, it's ok" and try to calm down. Sometimes I try to identify what's causing the anxiety (sometimes there is a "cause" I can pinpoint, and sometimes there isn't becasue it's just generalized anxiety) and think it through, and remind myself that I am ok, and remind myself of the positive things in my life, and kind of picture myself as a filter, and imgine all the anxiety just passing through me, through the holes in the filter, but all the good things staying with me, because they are bigger and stronger.
The other thing is that I remind myself that when I eat to medicate the anxiety, what that does, aside from the initial drug effect, is bascially shift my focus onto worrying (not in a good way) about weight and the way I look and the things I don't feel comfortable doing, etc., instead of my focus being on my life and the things I want to do and will do. And so I try to remind myself that self-medicating like that is ultimately just a delay tactic that prevents me from getting at what's really important.
I can't say I have a track record with any of this yet, because I am still learning how to deal with anxiety. But I'm working on it. You're not alone in feeling this kind of thing. Hang in there.