pain in lucid dreams?

A lucid dream I had a week or so ago had me thinking about feeling pain in dreams. When I realized I was dreaming, I started telling the people around me that this was all fake and they were fake and it was my dream. They didn't believe me, so I proceeded to prove this by telling them I couldn't feel pain. I scratched and pinched myself, but they said that wasn't enough proof. Then one of the people handed me a knife, and told me to really prove it. Now this scared me, but not because I believed I would actually feel the pain, but because I knew in my dream that if I was suppose to feel pain I would THINK i felt it, which would then still be pain to me!!! lol this is like a paradox, but has anyone else thought this? that since they know something they are doing should cause pain, it feels like it for real even though it actually doesn't when you wake up?

Well i have had excrutiating pain in dreams, i once experienced extreme pain in a non lucid, a dog had bitten me in the ribs i was in real pain i stayed still and when i moved i woke up. When i woke up i inmediatly proceeded in rubbing my ribs , So yeah you can feel pain in a lucid.

You can have all senses as far as I know, like I can feel things (minor) hear (perfect) sight (ok) taste (distorted)