I think a craving is generated from deprivation. A more successful strategy may be to have a little chocolate on a regular basis, and set your limit on a small amount. Rather than never having chocolate at all. It's a double-edged sword. When people are depressed, they withdraw from activities, including physical activities.
Weight gain can result from a depression.
Being successfully treated with antidepressants can give you a more positive view of exercise, and better tolerance of stress. Some antidepressants do affect appetite, but you can talk with your physician for possible adjustments of type and dose. I know anecdotally it is successful for some people. I haven't read any literature review on the subject, however. The best way to avoid weight gain during the holidays is to pace yourself.