When I feel like this (and I DO often)! I try and tell myself that its not a PHYSICAL craving, its all in my head. And I try and silence that craving by having something that should be naughty but is actually quite healthy!
If you fancy something "naughty" to meet your psycological cravings, why dont you make yourself a "naughty-nice" cooked breakfast in the morning?? when i was feeling "naughty" previously i've had scrambled egg (2 egg whites, one whole egg, skimmed milk), quorn sausages, bacon grilled to a crisp and with fat cut off, tinned tomatoes, beans and toast!! VERY yummy and felt naughty but is actually quite nice!!
then in the afternoon you could treat yourself to a Fry's turkish delight bar if its choc you fancy....or a slimfast caramel choc bar - very yummy and i've not had side effects off either!!
or if I wanna be really naughty but still Xenical friendly I have a "healthy-option" chinese / takeaway / meal out.
Chinese choices - boiled rice, prawn and chicken dishes not in thick sauces - so lightly spiced
Takeaway - chicken shish kebab in pitta bread with salad
Eating out - you can treat yourself by eating out in quite alot of restaurants - jacket potato, chicken breast, peas and salad is my fave eating out "naughty and nice" meal!!
hope this helps, but remember - nothing tastes as good as success feels!! xx