I used to use a similar technique when I was younger, before I knew about LDing. After an engaging dream, I would lay in bed with my eyes closed and try to "finish" the dream through visualization. Sometimes after a while I would fall back into the dream at the point I was at in the visualization, so I would still retain some control. After some time, though, the dream would carry on on its own and I would lose control.

I haven't been able to manage it since I learned about LDing, but I'll give it another shot this weekend when I get the chance to just lay in bed for a while. Hopefully the dream is worth continuing and I can keep my thoughts going