Update: I had another lucid nightmare cycle last night, although the theme was a lot less disturbing this time... it was more frustrating than scary.
You can read it here but it's a pretty long entry...
Basically, I kept finding myself in this room with the devil, who said I had to complete a certain task within 20 minutes and I would be judged on my performance.
I dunno what the deal is with all these demon dreams lately, since I'm not a religious person and it's not something that I give much thought to in waking life.

Quote Originally Posted by Puffin View Post
In false awakenings, or any lucid for that matter, you can think of your physical body, command the dream to "stop it now and wake you up", or fall backwards into nothingness.
Puffin: I tried your suggestion of falling backwards, and I was sure it worked... but it ended up being yet another false awakening (which I soon realised, when the nightmare started repeating itself again.)

I will keep trying some other suggestions and hopefully I will gain control of them soon.
Thanks again for everyone's help!