Alas there's not much in the way of interventions that can curb impulsivity on the spot. Quoting from a somewhat dated but widely cited review, Moeller et al., 2001:
Of the operant therapies used in treating individuals
with impulsive-related disorders, contingency management
procedures have received the most clinical and research
attention. Contingency management involves the
use of predetermined positive or negative consequences
to reward or punish (and thus deter) the occurrence of a
target behavior. [...]
Reinforcement and response cost contingencies have
been used in reducing impulsive behaviors in children. In
the classroom, token economy systems have proven to be
an effective short-term method for reducing disruptive behavior
and promoting on-task, academic behavior (89, 90).
Outside the classroom, the efficacy of contingency management
procedures has not been demonstrated, and such
procedures are generally considered to be impractical in
home settings (91). Furthermore, recent studies have
shown that contingency management procedures produce
smaller gains than stimulants like methylphenidate, and
gains engendered by contingency management treatment
do not persist once reinforcement is terminated (92). Thus,
generalization and maintenance continue to be central
problems in using these behavioral reinforcement systems.
I quoted mostly the parts relating to ADHD since this seems to be the actual interest behind your question. And nothing on adult ADHD was mentioned in that review (only studies in contingency management in substance abuse in adults were mentioned in that review.) There's a fairly interesting ongoing trial on contingency management in smoking cessation in subjects with and without ADHD; quoting from the design:
The investigators hypothesize that prior to a quit attempt, smokers with ADHD will exhibit significantly lower levels of intrinsic motivation to quit, and equal or higher levels of extrinsic motivation to quit compared to smokers without ADHD. [...] investigators hypothesize that smokers with ADHD will exhibit relatively less readiness for change than smokers without ADHD. [...] The investigators hypothesize that the CM [contingency management] intervention will result in relatively greater change in extrinsic motivation to quit versus intrinsic motivation to quit, and that this effect will be more pronounced among ADHD smokers. [...] The investigators hypothesize that overall motivation to quit (intrinsic and extrinsic) and readiness for change will be significantly influenced by the CM intervention versus treatment as usual among ADHD smokers.
Results haven't been published; they're scheduled for 2019. One very, very small trial was completed by another group on this same topic
The prevalence of smoking among individuals diagnosed with attention-deficit/hyperactivity disorder (ADHD) is twice as high as the general smoking population. The aim of this study was to test the feasibility, acceptability, and preliminary efficacy of delivering a smartphone-based contingency management (CM) smoking cessation intervention with 3 adults diagnosed with ADHD. Using a multiple-baseline design, participants (N = 3) used their smartphones to upload 2 daily videos showing themselves measuring their carbon monoxide (CO) levels (abstinence was defined as CO ≤4 ppm). Monetary vouchers, redeemable for gift cards, were used to reinforce smoking abstinence during tapering, treatment, and thinning phases that lasted up to 28 days. During a 1-week follow-up meeting, participants provided 1 CO sample that was not rewarded. Preliminary results demonstrated that participants decreased their exhaled breath CO relative to baseline (from a mean of 24 ppm at baseline to a mean of 6 ppm during treatment). Participants rated the smartphone application as effective, convenient, and easy to use. Results suggest that a smartphone-based CM intervention is both feasible and acceptable for initiating smoking abstinence among individuals diagnosed with ADHD.
On a related note to these two latter studies, there have been conlficting results whether methylphenidate does or doesn't increase smoking in subjects with ADHD.
One more interesting observation (which, unfortunately, does not seem to have resulted in any particular treatment approaches) is that anxiety is correlated with more impulsivity in bipolar, ADHD, and other kinds of high-impulsivity disorders:
Further, children and adolescents diagnosed with
disruptive behavior disorders (ADHD, ODD, conduct
disorder), conditions characterized by impulsiveness,
often present with co-occurring anxiety disorders; for
example, in a meta-analysis of community-sample
based studies of comorbidity of diagnoses among
children and adolescents, Angold, Costello, & Erkanli
(1999) found that the median odds ratio for the
association between ADHD and anxiety disorders
was 3.0 (2.1–4.3) and for CD/ODD and anxiety
disorders was 3.1 (2.2–4.6). Thus, while our study
did not include an assessment of behaviorally disinhibited
temperament, prior literature supports the
proposition that anxiety may particularly influence
impulsivity in individuals with an underlying predisposition
toward behavioral disinhibition.
Also worth mentioning perhaps is a recent (and very large) epidemiological study on the overlaps of ADHD, anxiety, and bipolar (alas without a separate measure of impulsivity):
We examined the relationship between ADHD, anxiety disorders and bipolar disorder in a birth cohort of 2,409,236 individuals born in Denmark between 1955 and 1991. [...]
Over 37,394,865 person-years follow-up, 9250 onsets of bipolar disorder occurred. The incidence rate of bipolar disorder was 2.17 (95% CI 2.12–2.19) in individuals with no prior diagnosis of ADHD or anxiety, 23.86 (95% CI 19.98–27.75) in individuals with a prior diagnosis of ADHD only, 26.05 (95% CI 24.47–27.62) in individuals with a prior diagnosis of anxiety only and 66.16 (95% CI 44.83–87.47) in those with prior diagnoses of both ADHD and anxiety. The combination of ADHD and anxiety increased the risk of bipolar disorder 30-fold (95% CI 21.66–41.40) compared with those with no prior ADHD or anxiety.
Interestingly the link between anxiety and ADHD isn't strong considering the known genetic factors (from the mega study published in Science this summer), although the genetic link of ADHD with bipolar is significant and so are the genetic links of ADHD with major depression (MDD) (which is even stronger), and of anxiety with depression. Also OCD is (genetically) linked with bipolar but not with ADHD. (Schizophrenia is genetically well-linked to almost everything psychiatric except the anxiety disorders.) Research into genetic causes of most psychiatric disorders can be considered in its infancy through (genetic factors can currently explain only a small fraction of the variance in disorder incidence).
(Yes, I know this is a fairly large divagation from the topic of the question.)