I think your idea of just "sit with sadness" is best. If we are overwhelmingly sad (such as when my Figaro died) then it doesn't seem to go away day to day, but does come in stronger waves. It is important still for me to realize when I'm mourning again/still, and take some time and sit and think and feel sad; enough to validate my sense of loss. THEN it's equally important to put the sadness back on the shelf and get through the day in a better state of mind.

Some fear that it will never "go away" but stay strong all the time. It will fade some, you will adjust and honor those feelings in different ways. But I do think it's necessary to "sit" with the feelings and recognize them at times.