From my personal experience, not very often. For me, keeping my mind focused and on one train of thought helps maintain lucidity for longer durations. If you're in a dream and you know it, there's nothing more to be said. Constantly reminding your self "I'm in a dream, I'm in a dream" is breaking your self apart from the experience of the dream its self making you more likely to lose track of what's going on, instead of just focusing on what you're doing in the moment. Trying to tell dream characters that they're in a dream, now that's another story all together.