I don't pinch myself, I tend to just look at my hands and pinch my nose to try and breathe in. Another one I do is trying to push my thumb through my palm, you'll find that works in a dream. This was most definitely still a lucid. Remember, you become lucid not from a reality check, but from noticing something is out of place, as you did. You did well to get even that far. You were lucid and in control of yourself, so you could try the reality check to actually make it more clear to yourself.
You say you can't remember if it worked or not, so it sounds like you need to work on recall. If you haven't already, start up a Dream Journal, and be sure to write in it every morning. Lie in bed after you wake up for a few minutes and think backwards through your dream to make sure you remember it all before writing it in your dream journal. That will help with recall. You could also use mantras, saying, "I remember my dreams tonight," as you fall asleep will help you remember your dreams more, as it relays the information to your subconscious that you would like to remember your dreams.

If you still have trouble, you could check out the Intro Class of the DV Academy. Good luck!