I have had lucid dreams that were 100% caused by reality checks. One I remember in particular was really crazy, and even when the thought of doing a reality check struck me, I was still thinking to myself "Good thing I remembered to do this during a weird event, hopefully it'll carry over to a dream", but then I could actually breathe through my nose, so I realised I was dreaming and became lucid.

The nose pinch reality check has only failed me once, as far as I remember.