When I want a cheat food, I substitute and acceptable food of the same type (custard instead of Boston Creme donuts). An acceptable treat for a non-acceptable treat. This seems to work for me.
When eating with friends, I don’t tell them of my dietary needs. Many non-gluten sensitive people also have special diets. I just eat according to my needs and likes. Giving up the bread, etc. is not that different then someone on a carb or calorie restricted diet. Just eat according to your needs and be quiet about it.