Follow the anxiety, and try to scenarios where you get fired. You could also try doing the things that scare you, but I would rely on a therapist to decide what those things should be.
*try to imagine scenarios
Yes! All the time. I constantly feel like I'm on the verge of losing my job. I know for a fact that my boss would be shocked to hear me say that. She has told me on numerous occasions that I am a valued member of the team, I'm great with both coworkers and customers and I have a ton of knowledge. Some of my OCD themes im like "Where in the heck did that even come from?" Some of them I know exactly where it came from. This is one that is based in a real life experience. In 2001, I was unjustly fired. After that, I had trouble keeping a job. I was working for a temp agency. Because I was unemployed, I had to take whatever they offered me, whether I wanted it or no, or I would lose my unemployment. I had several years, where I couldn't keep a job. But I have been with my current employer for over 7 years and my current position for almost 5 years (in December) yet I think about this constantly.
I feel you! I was new and I went around a rule at one of my jobs so that a friend would be able to purchase a product before a customer. I didn’t think it was that big of a deal because either way, the store was getting money. I essentially got treated like a criminal, escorted out of the building, and was put on leave. I eventually just resigned because I didn’t think I’d be able to work there without having hard feelings towards my coworker and manager. I always fear that that will happen again.