We've gotten Yoda "used to it" when we leave. We setup his nice little area in the kitchen, with a soft blanket or his bassinet, with one or two articles of our clothing, classical music on in the background, and water and food for him. He'll just snuggle in there and he gets a kiss goodbye.
It took a while though, he used to chew our wallpaper when we left him alone! Though he doesn't like it, he does accept the fact that sometimes we have to go out and can't take him. When we come back, we get the warmest greeting! He is just so happy and his tail wags at 100 wags a second. :P