Help them enjoy alone time.
Think about what motivates your dog, some treat or toy, and make that the thing they get when they are alone. And only then, otherwise it’s not special. Maybe even turn it into a game where you hide the object and tell them to find it as you are leaving.
*keep in mind if the main motivator is something they shouldn’t be left alone with
(rawhide, etc.) then go to the second best motivator.
Practice when you are home.
Have some “alone time practice” where they are alone in a room with a treat for small amount of time and then take away treat. Work your way up to longer periods of time.
More play time!
Work some more play time into your routine before you leave so your pup is nice a tired when it is time for you to go. Or practice different commands you have been working on.
Lastly, talk to your Veterinarian and be patient.
You can always talk to your Veterinarian about what you are experiencing and they might have some tips being the experts. Separation anxiety is rough on you, but most especially your dog. Patience will go long way in easing your pet and making him or her more comfortable in your house and the situation. Before long it will feel like home both when you are there and away.