Close the garage vent on the furnace

It could be an intake. Furnaces require combustion air, which can only be taken from certain sources. If the furnace is in a utility closet (or surrounded by living space), the pipe could be supplying combustion air. If this is the case, it cannot be removed.

Without more detail, it's impossible to definitively answer this question.

Cut the gas back some by slightly closing the gas valve (the one on the pipe, not in the unit), however be prepared to have to reset the furnace occasionally if your local gas pressure drops intermittently. Watch the flames as you do it. Just, "take the edge off".

This will cost you more in electricity, as it'll run longer to come up to temp, but it will bring you a more even comfort level. I'm unsure what effect this will have on the efficiency of the heat exchanger, but at least it will work.

The last place that I lived where I had to do this, I also kept the fan set to on in the winter. My concern was comfort over efficiency. Note, part of my problem was the T-stat becoming satisfied before it should have, but I think the same solution applies - unless you want to start spending money.

A quick hop online* tells me efficiency probably drops like a rock if you do this, but it sure is one way to lower the output of an oversized furnace.

*...adjust your thermostat for the widest differential your comfort will tolerate to obtain the best efficiency and equipment service length. –Define "Short Cycling", hvac-talk.com