Yes That's exactly how I became aware of lucid dreaming. I have tried to use it for getting lucid but usually when this happens these nightmares start before I "wake up" into paralysis. So when I realise that I'm in my room with the dream characters the nightmare is almost over anyway.

So what I'm trying to say is that even though I'm aware at the moment I'm in paralysis that this isn't real, the biggest part of the nightmare is mostly already over. I have to find out how to realise that I'm dreaming before i wake up into this Halfway woke up state.

How is this called by the way if your body is paralyzed but your mind is awake?

I will try to visualise how you said, this sounds like a good idea Usually I have problem falling asleep after such an experience but I'll try it.
thanks for the "holding breath" idea, I was looking for some kind of emergency brake. The movie "Insidious" kinda scared me from going deeper^^