When I started doing a variant of Paleo dieting, I missed junk food and sweet things. For about a day.
Then I noticed that 85%+ dark chocolate is acceptable. Like, you can basically eat as much of the stuff as you want. I defer my science to the Bulletproof Executive.
So I got a bunch of really dark chocolate, and whenever I wanted a snack, I ate some of that instead. I felt waaay better, and never had to feel guilty about snacks again. I lost a bit of variety, but I got to eat as much chocolate as I wanted in exchange forever.
It’s a bit bitter at first, but as you cut sugar out, you get used to it. I currently find 70% chocolate to be really sweet, and 85% sweet. The rest of your tastes will change too as you adapt, to make your tasty paleo food even more delicious.
One note though: put it in the refrigerator or freezer after you’ve opened it. Might as well.
Shugyosha Year 
Although it’s not very healthy, I keep beef jerky around as a nice treat as well. I treat them like most people try to treat cookies.