Books
The Invisible String by Patrice Karst & Joanne Lew-Vriethoff and its companion resource, The Invisible String Workbook: Creative Activities to Comfort, Calm, and Connect by Patrice Karst, Dana Wyss, et al.
Also by Patrice Karst is The Smile that Went Around the World.
Specifically for girls:
The Feelings Book: The Care & Keeping of Your Emotions by Dr. Lynda Madison
The Feelings Book Journal by Dr. Lynda Madison & Josee Masse
Be Yourself! A Journal for Catholic Girls by Amy Brooks
And for boys: