This may sound odd, but I found a way to change locations without much effort. When I'm awake, I always wear a ring, so naturally it was on my finger in the dream as well. I was getting frustrated trying to change the dream, so I gave the ring the power of teleportation, and then used the ring to take me wherever I felt like. It wasn't like I was teleporting personally, just using a tool that could. I guess if you can't break certain rules of reality try to find some loopholes with the ones you can.