"Blessed are they that mourn." This was a highly curious mark of a saint to me. I could understand the other characteristics noted in the Sermon on the Mount but this one seemed out of place. Until I destroyed my life and reputation with alcohol. The necessary suffering that comes with allowing God to work on our character defects and shortcomings, seeing the depths of our weakness and harm, frees us from those wounds that acted as sin-causing agents. Sorrow is a process of transcendance, of releasing ourselves from our worldliness to see into and accept the eternal. 
The process starts ignobly, it appears, with the regrets of all we lost and progresses to that profound sorrow of lost relationship with God, present in all our relationships with others.
For me, there is no method for managing my grief; it comes down to trusting in the care of God and allowing this natural cleansing to take place.