I know what you mean. It happens to me sometimes.
When does it happen to you? At what time?

The thing with me was that it would happen when I start to wake up (in the morning). So as I slowly wake up I become more aware but still sleeping. And it doesn't matter how hard I try, I never managed to keep the dream without waking up.
If its something similar with you I don't think you can do anything about it. Because the waking process already begun and lucid dream is just a side effect of that, not the other way around.