Social anxiety is a prevalent mental health concern that impacts quality of life and makes social spaces less accessible. We conducted two studies with socially anxious participants, investigating using affective haptic comfort objects to provide calming support during social exposure. Participatory prototyping informed the design and use of the intervention, which was then evaluated between-groups with a social exposure task. Treatment participants held their preferred vibration-augmented prototype during this task; control participants did not. We observed no change in physiological measures, but treatment participants exhibited a significantly broader distribution of psychological anxiety scores. Participants in both studies found their objects pleasant and calming, made positive emotional associations with resonant stimuli, and used their objects to afford self-soothing tactile experiences. We discuss how future designers can facilitate calming affective haptic interfaces for socially anxious settings.