1] I have found that smelling crushed peppermints helps a lot! Not eating them, but crushing them with a spoon and smelling them. This did not work with soft peppermints, however.
2] Avoid chocolate! Chocolate, which contains an amine compound called phenylethylamine, can cause blood vessels to constrict, then dilate, which may trigger a headache. Source
3] Fish Oil capsules can reduce the frequency of migraines.
4] Avoid cold foods and drinks... They can make a headache worse.
5] Vitamin C can help aid in the relief of a sinus headache... Drink orange juice or lemonade at room temperature.
6] Spicy foods can also drain the sinuses helping to relieve a sinus headache.