Some gambling platforms might have the ability for you to swap to a more viable alternative, like Ethereum or Litecoin. Both of these currently have very reasonable fees, especially Litecoin, where the fee is still fractions of cents.

If the ability to swap is not there and you aren't itching to move elsewhere, the best thing you can do to save yourself from burning money is to wait for fees to come back down. Otherwise, the only options is to accept the withdrawal fee and be on your way...do note however, that if you are moving to a wallet, you will have to pay the fee yet again to be able to move it elsewhere. So the most ideal solution if you need to transact often is to get it into another cryptocurrency.