I can relate -- I sometimes have these continuing dreams, I think of them as "dream sequels". Sometimes in the same night, sometimes days or even weeks later, I'll pick up where a previous dream left off. Unfortunately I have no advice for using this to help lucidity, since I haven't been lucid yet. But I'm with you: I HOPE to use them to help me become lucid in the future.

Out of curiosity, what are your continuing dreams like?
My "sequels" aren't very pleasant ones... like a continuing dream saga that began with me suddenly "realizing" I'm still supposed to be in high school (even though I graduated 8 years ago!) and then trying to sneak into various classes and pretend I know what's going on... it's stressful! I had quite a few dreams of that "story" and each time I'd wake up thinking "WTF?? I'm finishing my degree now!"
I had a similarly-themed series of dream sequels where I discovered I'd been hired at a couple different businesses and completely forgot, so I find myself frantically rushing to each business to see if I'm fired or not! Equally stressful. And it makes no sense, since I've been at my current job 7 stable years.

Again, I'm with you... I'd LOVE to become lucid during one of these sequels, and affirm that I'm long past high school and I know where I actually work LOL. Maybe we can use it as a tool.