By the time I get to that point, I'm normally so dissociated from my real body, I can barely even sense my real eyes. If it evolves into a sleep paralysis type experience, I normally feel like my eyes are open, no matter what I do. I think I'm really just dreaming/ hallucinating my eyes are open. It is all happening in my mind's eye, with a little input from half open lids and assumptions of what the room looks like. When I wake from the experience, I normally open my eyes for real. It is a weird feeling.