Autism Spectrum Disorder (ASD) is a developmental disability often characterized by sensory processing difficulties that can lead to anxiety, particularly in children and adolescents. Previous research on virtual reality-based anxiety intervention tools focuses on using social skills training, exposure therapy, and meditative coaching to mitigate social and phobia related anxiety. However, minimal work has specifically evaluated the effects of virtual multi-sensory environments for people with ASD, often only testing feasibility. This pilot study aims to build on previous work by investigating how various auditory, visual, and interactive components contribute to user satisfaction and sensory-related anxiety reduction. The objective is to gain a better understanding of what features are significant towards developing a successful virtual anxiety intervention tool. Results suggest using interactive activities that promote fine motor skills can provide a healthy outlet for self-mediated stress relief. Future development aims to incorporate task-based activities, and enhance audio, visual, and lighting displays. The deployment of a full-scale study with a larger sample size and target participant pool is warranted to substantiate these initial findings.