My dreaming style is similar to yours.

I have the most strangest dreams, and yet I fail to realize that they aren't reality. Conversely, I have nightmares about some mundane situation. I will become utterly horrified at something I would otherwise not have been frightened of (like one I had concerning a store window display, which I somehow felt extremely threatened by... I think I somehow reasoned it was haunted by some spirit). I've also had dreams involving things like zombie-witch doctors randomly coming into the screened-in pool area of my old house whilst I'm swimming. You'd think I'd somehow notice that things like that aren't normal, but alas they make sense while I'm dreaming some how.

I still haven't had a lucid yet, and I'm succumbing to the same problem you are. The only advice I can think of is to notice what makes waking reality real and to become consciously aware that said aspects make the current moment real and that anything different would mean you were dreaming.

Once you get into that trained type of thought-pattern, you will bring it with you into dreaming, and hopefully become lucid. I just haven't had the resolve to keep training myself. Perhaps I will commit myself over christmas break though.

Hope that helps!