Forgoing the things that frighten us creates relief in the moment; but it also creates a feedback loop. It reinforces the idea that the given thing is worth avoiding, thereby creating more fear around that thing.
Though it feels daunting, it is helpful to participate in the things that frighten us in a safe, consensual manner. By doing this, we instead supply our mind with nonnegative experiences regarding said thing, teaching ourselves that it is not something to fear.
This is most effective when it is safe and consensual. Therefore, our technique is not to always do the thing that frightens us; it is to practice thoughtful decision-making. It is to choose to do or to not do the thing because we have properly evaluated our wants and needs, rather than because our anxiety said so.