You must be a natural. After how many hours of sleep do these experiences usually occur? Early in the night? In the morning?

As for advice, what you want to do is have a plan and remember it when you become lucid. Start with something really simple. Looking at your hands is a common choice. When you become lucid, just try to remember to look at your hands. Count your fingers, from right to left. Whatever happens after that is okay. If you want to wake yourself up after, that's okay for now. The real goal is to bring some memory and rationality into your mind. With some practice, you'll be more calm and collected. You can choose to act instead of just react.