Interesting question, but perhaps for unexpected reasons...
For me, there has never been a relationship between thinking and lucidity. When I am lucid, I can think just as much as I do in waking-life without any risk to my lucidity. In a sense, my waking-life consciousness is simply active in a new place (dreams), and all the functions included in it, like thinking or accessing memory, are present and active.
That activity is occurring in parallel with the dream, I think, and not in spite of the dream. Thinking really has no effect on the dream itself, unless I choose it to do so (i.e., to adapt what I'm thinking about to the dream imagery). So I believe, and have proven to myself uncounted times, that you can think all you want in a dream without any loss of lucidity, just as you can think all you want in waking-life, literally.
About the only exception to this is giving too much thought to losing lucidity itself, especially if there is an emotional subtext to your thoughts, because you might accidentally convert your thoughts to unconscious action. Beyond that, think away! I personally have done some of my best thinking/work during LD's, and I highly recommend the practice.
That said: I think this question has a different sort of validity, though, because it exposes a curious misconception shared by so many dreamers: When you are dreaming non-lucidly, your thinking processes are working just fine, just as your consciousness is working just fine. It is memory that is impaired.
It is the failure to access memory that causes a dreamer to assume that they were not thinking properly in their dream (this judgment is made upon waking; during dreams you are usually quite confident in your thought processes). Terms like "dream logic" emerge in our lexicon, even though dream logic is just the same as waking-life logic, lucid or not. It is the absence of any real memory, especially long-term memory, that causes what in retrospect seems to be pretty addled thinking (i.e., if you cannot remember that you really don't live in a castle in the clouds, then you will find such a residence quite sensible, if not pretty cool). In other words your thinking works fine, based on available information, and it (consciousness) never shuts off; it is simply redirected by the lack of memories to define your past, your place, and your self. That redirection can seem, in retrospect, to be a loss of the capacity for thought, but it is not.
tl;dr: I personally can think all I want when lucid, in the most abstract of terms, without any risk to my lucidity. You probably can as well, for the reasons I rambled incoherently through above. About the only time that thought becomes a threat to self-awareness is when you start thinking too hard about your fear of losing lucidity or waking up, because sometimes you get what you are thinking about.
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