I'm embarrassed to admit I've wasted so many weekend hours by letting stressful thoughts about work creep in -- how much I have to do, how far behind I am, etc. I wish I had had the advice that four productivity powerhouse CEOs recently gave to CNBC's Make It.

When the suggestions are taken as a collection, it's a powerful prescription for changing the tone of your Saturdays and Sundays, for the better.

1. Think of the weekend like a vacation. What would you finish before heading out?

It's a nuanced thought, but effective. Before I head out on vacation, I'm not necessarily worried about cleaning out my in-box (as I know it will just fill back up again while I'm gone, it's a very superficial win). I think about the top priorities that simply must progress while I'm gone.

I know that might mean that I have to work ahead of schedule on some things to keep them moving forward while I'm out, which means I know I have to carve out time during the pre-vacation week to do just that.

Carve out time each Friday to do the same; advance that project with some Friday time investment--it will help you mentally chill on Sunday with a sense of "stocked up" progress. Interestingly, Yuri Elkaim, founder and CEO of Healthpreneur, takes it so far as to write all of his e-mails on Friday for the following week.

2. Write next week's to-do (and to-don't) list.

Guy Sheetrit, CEO of Over the Top SEO, shares this tip, the one hack that I actually already do. Weekend stress often is about how much work you have to do. I take comfort in plotting and planning out all the work I have in the week ahead, breaking it down into chunks, and then prioritizing it all. Say what you want about the good ol' fashioned to-do list, but, used with discipline/rigor, it still really works.

So does a to-don't list (this is my add, not Sheetrit's). I've found that writing down at the top of my to-do list the top three things I won't get sucked into during the next week helps prevent me from mindlessly falling prey to them.

3. Micro-goals: Set them for next week, finish them for this week.

Both Andres Pira and Will Kleidon, CEOs of Blue Horizon Developments and Ojai Energetics respectively, believe in setting and accomplishing weekly goals (what I call micro-goals). Jotting down these micro-goals is a natural complement to the to-do list that you'll be writing anyway. Start with your micro-goals and make sure the to-do list supports/advances the completion of those goals.

The key is to hold these micro-goals sacred. Carefully craft the new ones on Friday and also use Friday to complete the prior weeks goals. This helps you stay focused on what matters as the weekend draws near rather than getting drawn into minutiae that our tired brains want to migrate to at week's end. It also leaves you with a sense of accomplishment each Friday that will make it much easier to relax over the next two days.

Don't pollute your weekends. Clean them up by cleaning up the right things, in the right way, on Fridays.