I do. Not really an anxiety thing, although I am autistic and have had handhelds on me ever since the OG Game Boy came out, maybe it’s habit, maybe it’s addiction, maybe I’m just weird, but I enjoy being able to game whenever there’s unexpected downtime or boredom. It is kind of soothing, so I can understand you.
If I know for sure I’ll wanna game and will have lots of time to kill I’ll carry a good system like my DS or 3DS. Otherwise, I’ll carry one of those super cheap chinese emulation handhelds like my 20$ Data Frog. It doesn’t run a lot of things that well except for Genesis and NES, but it’s cool to play a quick game of Streets of Rage, Shadow Dancer or something, and if it gets stolen I don’t really care. It’s always in my sling bag and I try to keep it charged.
Dragon’s Crown for sure. They recently re-released Grim Grimoire too although very very different type of gameplay with the strange but kinda cool real time strategy spin.