It ain’t so bad. Honestly, where I tend to cheat is the lesser of two evils: dairy over gluten and gluten-free over gluten. I still can’t stomach diary outright, but if it’s baked into something, it’s a little different. (But I still love my SO Delicious Ice Cream!) So if I’m going to have pizza or a dessert, I forgo the wheat, sub the rice/grain and input a little dairy here and there. Yeah, I pay for it, but I’d rather do it this way than any other, and only with a craving and in the mood.
Check up on cheating in the links or right here: http://www.paleoplan.com/2011/04-15/cheating/