Haven't heard of any aftermarket 'thingy', but I also have that same (bad?) habit. In the interest of full disclosure, the fuel pumping through the pump is used to cool the pump (protects it from overheating, reduces wear).
So, I have a system that I use. I always fill the tank right to the rim (never fill it this way if you're going to park it). I also reset the Average and trip 'A' meters.
When I'm getting low on fuel, I'll monitor the trip "A" odometer, and the Average fuel consumption display, and do the math in my head for distance to empty, based on slightly less than what I know the tank was last filled to. I say 'slightly less' because the Average reading can mess you up if the consumption rate of the end of the tank is much higher than the majority of that tank.
For example, in US values, I know I can put 6.2 gallons in the tank. Then, when getting low, I will multiply 6 times the Average value to recalculate my range, and compare it against the trip A reading. The extra 0.2 gallons is left as a buffer, though on occasion I will factor it in if the consumption rate for that tank has been very consistent.
You need to be aware of the rate of consumption, because if the last gallon was all low gear / high RPM, the average will not reflect it (trust me, I know this from experience).
Most will say 'just stop for fuel sooner'. Obviously they don't share our affliction. Besides, where's the sport in that?