All about moderation. My motto is "If you're going to play, play smart." That need constraints. A cheat meal in a diet is fine, but dont let it control your life.
Speaking of self-control. Like a muscle, it gets stronger with use. Gamblers should work this muscle. Stick to a budget and remember its for enjoyment, not money. Those that gamble as a hobby enjoy it most, in my experience. They know when to hold and fold.
And then, esponsibility. This is about managing money and expectations. Gambling should flavor life, not define it. My mantra? Gamble for fun, not escape issues. What's entertainment without fun?
People often think about their minds as something intangible and mysterious, however their mind works under the same principles than anything else, so if a person wanted to get physically stronger we will recommend to them to go to the gym and exercise, and the same can be done about any aspect of our minds as well.
So someone that wanted to improve their self-control can train it using similar principles than what you could use by training your body, it is just that training your mind can be way more challenging than training your muscles and people simply do not want to do it despite their claims.