I think telling people directly how their act helped me or improved my life. Being really open and honest is vital.
Acknowledge them as they happen. Thank people. Share experiences.
I make sure the people who've given me something to be grateful for know that I am grateful by thanking them directly. As far as things and experiences, I feel an inner gratitude is sufficient to appease any anxiety I might have towards not being grateful for being fortunate.
By saying thank you or a hug or maybe a present or all three