This is very common. In fact many GERD sufferers go through this. If you are prone to anxiety, it can get worse. Has your doc given you anything to ease the anxiety? In my case, I didn't take my doc's anti-depressant or belladona (the belladona didn't work), I chose to exercise and use relaxation techniques to calm down when I felt the gagging feeling, but I know this does not work for everyone. As my GERD improved, the anxiety got better too.