Don offers this suggestion (already now added to the list above)
Pierre Hadot. Philosophy as a Way of Life.
This covers a number of Hellenistic philosophies, but includes a lot of consideration of Epicurean "spiritual exercises" as Hadot calls them. For example:
QuoteMeditation, however, be it simple or erudite, is not the only Epicurean spiritual exercise. To cure the soul, it is not necessary, as the Stoics would have it, to train it to stretch itself tight, but rather to train it to relax. Instead of picturing misfortunes in advance, so as to be prepared to bear them, we must rather, say the Epicureans, detach our thought from the vision of painful things, and fix our eyes on pleasurable ones. We arc to relive memories of past pleasures, and enjoy the pleasures of the present, recognizing how intense and agreeable these present pleasures are.70 We have here a quite distinctive spiritual exercise, different from the constant vigilance of the Stoic, with his constant readiness to safeguard his moral liberty at each instant. Instead, Epicureanism preaches the deliberate, continually renewed choice of relaxation and serenity, combined with a profound gratitude71 toward nature and life,72 which constantly offer us joy and pleasure, if only we know how to find them. By the same token, the spiritual exercise of trying to live in the present moment is very different for Stoics and Epicureans. For the former, it means mental tension and constant wakefulness of the moral conscience; for the latter, it is, as we have seen, an invitation to relaxation and serenity. Worry, which tears us in the direction of the future, hides from us the incomparable value of the simple fact of existing: "We are born once, and cannot be born twice, but for all time must be no more. But you, who are not master of tomorrow, postpone your happiness: life is wasted in procrastination and each one of us dies overwhelmed with cares." This is the doctrine contained in Horace's famous saying: carpe diem.