Since starting on a higher dose of medication for low thyroid, I have much less of this.

I stopped snacks for a week - very hard but possible to do. Now, although I have chocolate a few times a week, it's a small amount. I have at least one apple a day and that is crunchy, sweet, and much more filling

Habits are hard to break. Now that I don't want to eat so many sweets, it's hard to slowwwww down when I'm in a craving, and just let it happen without doing anything about it. Yes I want it and it will make me feel better (temporarily - then the guilt and shame can make me feel worse and I can go back to it for more comfort in this vicious cycle).

I try to find other things to do instead, like I did when I stopped smoking:
Take a shower.
Do something with my hands (I do cross stitch, knit, etc).
Eat anything healthy.
Brush my teeth.
Play a computer game.
you get the idea

But I will go back to stating that getting enough sleep and having my thyroid medication dose increased has helped a lot.