What works for me may not work for you. I've found comfort and freedom from my existential dread on Epicurus' Four Remedies (tetrapharmakos), especially the second one. These are:
Don't fear gods;
Don't worry about death;
What is good is easy to get;
What is terrible is easy to endure.
In his Letter to Menoeceus, Epicurus writes:
Get used to believing that death is nothing to us. For all good and bad consists in sense-experience, and death is the privation of sense-experience. Hence, a correct knowledge of the fact that death is nothing to us makes the mortality of life a matter for contentment, not by adding a limitless time [to life] but by removing the longing for immortality. For there is nothing fearful in life for one who has grasped that there is nothing fearful in the absence of life. Thus, he is a fool who says that he fears death not because it will be painful when present but because it is painful when it is still to come. For that which while present causes no distress causes unnecessary pain when merely anticipated. So death, the most frightening of bad things, is nothing to us; since when we exist, death is not yet present, and when death is present, then we do not exist. Therefore, it is relevant neither to the living nor to the dead, since it does not affect the former, and the latter do not exist.
The gist of this passage is that worrying about death is misguided. Death is not a state of being. As such, our sense of self only exists while we're alive. In this Principle Doctrines, Epicurus says:
Death is nothing to us. For what has been dissolved has no sense-experience, and what has no sense-experience is nothing to us.
To be you have to experience. And death marks when we no longer have any sense-experience. This understanding of death is like a dreamless night from which we never awake, says Socrates in Plato's Apology. Seen in this light, Epicurus is right that it is a bit foolish to suffer in life from fearing a state of being where there won't be anybody to suffer whatsoever. The existential dread is precisely this misguided fear.
Once you recognize the truth of this statement, just like magic, poof, that existential dread disappears. Of course, if you have a religious view that postulates life after death, with all the subsequent very human drama entailed by that belief, you're now dealing with a different kind of fear. And that fear is precisely what Epicurus addresses in his first remedy, Don't fear gods. His reasoning is also clear cut here.
By definition a God is perfect. It's immortal and has no needs. Because of this, any god has no worries. As such, gods, by definition, don't care about us. Caring about us implies they have some sort of need, thus rendering them less godlike.
This ties with the second remedy. The cherry on top is to simply remember this: just as we never worry with the time before we were born, it's also silly to worry about the time after we are gone.
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