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Plan a Treat
My 5-year-old daughter knows she can have a treat every night after dinner. But that's it. If she asks at any other time, then she knows it will come instead of the regular one, not in addition to it. So plan on having the cookie, piece of chocolate, frozen yogurt, whatever. Just know the calories and predetermine a reasonable portion. That way you won't feel deprived.

Next: Is it possible to think yourself thin?