I don't plan cheat days, meals, or treats, but I also don't flip out if I want to take a bite of birthday cake. Or like my chamber of commerce dinner last night, there was some kind of little dumpling with my chicken so I ate it. It was yummy. Big deal. I wouldn't have eaten a whole bowl of them, and I passed on the bread basket, but I'm not going to stress over a dumpling.
But I also think the mentality of "how can I give up wheat but not REALLY give up wheat" is pretty much setting yourself up for defeat. And especially in the beginning, I think cold turkey is the only way to defeat the wheat beast instead of dragging it out by planning to give into the cravings just enough to keep them alive.
Down the road (at least for me) it's more just dealing with social situations and really doesn't have much to do with cravings or feeling like you're missing out on something because you "can't have" wheat. You can HAVE anything you want. It's still a free country (for a minute or two longer anyway, lol.) But eventually what you want totally changes and it just feels right. It only took about a week or two for it to click with me. Others' experiences may vary of course.
Hang in there! It's worth it!