This answer is about methods of taking out your frustration, as opposed to merely dealing with it or avoiding it.
Secret societies were invented for that exact purpose: You get together, anonymously, perhaps you even put on masks, and then you start bitching. Occasionally, action originates. This is how Freemasonry got its traction in the 19th century.
Another option was covert ridicule: Here is a lyric from a medieval German folk song:
Oh hang high
the loral wreath
him our prince
we shall revere
If you skip every second line the lyrics read
Oh hang high
him our prince
This couldn't have fooled anybody for long, but censors would most likely be overworked and understaffed and focused making examples of the most overt ridicule.
In a similar vein, a 19th century Prussian newspaper wrote a story about a shopkeeper who so revered Bismarck he printed his quotes on his toilet paper.
Apparently metaphor was not illegal.
There was, of course, also the tried and tested method of verbally or physically abusing your wife, dog, children and possibly subordinates; if these were not available, chopping wood has likewise stood the test of time.
Similarly, institutionalized animal cruelty was also considered quite liberating to oppressed people; the public spectacle of cat burning or blood sports like cock fighting seem to regularly disappear along with systematic human cruelty.
Black magic and other types of private symbolic malevolence also appear to enjoy more popularity in repressive settings.
Covert sabotage and willful ineffectiveness are among the safest routes to derive satisfaction by actually getting some form of revenge.
When oppression is based on moral grounds, secretly gathering in large groups and deliberately doing lots of forbidden acts in a short amount of time can release considerable pressure. Iranian dance parties come to mind, where kids gather in cellars, do ecstasy, listen to techno music with orgastic scream samples, knock back poorly mixed but graciously available gin and tonics, and perhaps shed the head cloth and other involuntary textiles.
The most rare, extreme and unpredictable possibility was, of course, to found or join an insurgency.