When the cookie jar is empty, don't let your brain go into overdrive. Remind yourself that it's just a cookie. A mere mortal construct, devoid of any real emotional significance.
Repeat this mantra to yourself: "I am a functioning adult, and I do not need cookies." (Or, you know, just have a cookie.)
Link to Dont-Try for advanced existential coping mechanisms.
Link to Accept-The-Existence of the cookie, and all its crunchy, chocolatey goodness.