The approach that finally worked for me (and one I still use today, years later) I learned from a book by Adrian Wells called Metacognitive Therapy. It's not self-help, actually; it's a clinical manual for therapists, but I read it anyway. The idea, in my own words, is not to engage with the thought but simply to recognize it, almost like greeting it and saying goodbye in the same breath. A thought comes, and you say, "Hmm, okay, I just thought that. That was a thought. That's fine." And you move on.

Of course, the book goes much deeper than that, but this simple approach helped me enormously with rumination and anxiety around intrusive thoughts.