I once did the empty chair thing when I was really frustrated and upset with one of my flatmates (at the time), and though a bit awkward at first, it was actually weirdly satisfying. She also asked me to write a letter to bipolar disorder, which I then read out loud in the following session.
To be honest, I have had a lot worse in terms of doing embarrassing stuff, mostly in my singing lessons. Some of the warm-up exercises I do are pretty interesting, like scales sung in a variety of random syllables, or banal melodies with strings of silly words, often intended to trip you up or whatever. I have done the flying monkey, which is a position where your knees are bent and you are leaning forward with arms stretched out above your head, and I have been asked to sing whilst in this horrifying position. I have also stood bending over with my hands reaching for my feet, because, oddly enough, hanging upside down makes your voice resonate better. AND my favourite: trying to "get into character" with a song, internalising its message, by speaking the lyrics with the emotion you want to communicate when you're singing it. There is nothing more awkward for me than reading song lyrics out loud and trying to somehow make it sound natural. It sounds stilted, always. I sometimes just laugh at how stupid I sound when I'm doing it.
But I digress.