My favourite bonding activities would be massaging, fetch, training, and playing tug. If you asked my dog she’d probably say tug and back scratches. She has learned somewhere along the way how to ask me for a back scratch politely and as an obedient owner I comply. Yes, she has trained me well, lol.
For stressful situations I try to get her focused on me using the look command and create distance from what’s stressing her out to where it’s at a manageable level for her.