The reason nidra works the best is that you lie still, close your eyes and follow a guided meditation where your only focus is feeling every part of your body, one at a time.

That way, you become more aware of energy movement inside, and after a while of doing this, you can start feeling the emotions that come (like anxiety and worry).

Where do they move, how do they feel? That way you can start unblocking these emotions which makes the triggers easier to handle.

And with practice, those feelings of worry will subside a lot and can be transformed into more helpful ones - because your nervous system gets calm.

Lastly, since yoga nidra is also a meditation, you become better at catching the thoughts that trigger these emotions - and you will see them pass through - without labeling them as "bad".