I'd say anything creative, something which pushes the mind to focus on generating new ideas instead of just running through the same old ones - this worked for me, at least, as rumination and catastrophising have been stapled to my noggin my entire life.

To be more specific, painting, building stuff with Legos, drawing, writing poetry, composing songs, whittling, woodworking, stuff like that.

Another important aspect (at least from personal experience, ymmv) is keeping the hobby a hobby - what I mean by this is not falling into the trap of perfectionism or productivity with it, keeping it light and fun. I now strongly believe that the brain needs something "inconsequential" on which to chew if only to remind it that not every stimulus it receives is do-or-die.