Automatically waking myself up from a bad dream

I have a problem where I will automatically realize I'm dreaming and immediately wake myself up if I am having a nightmare. Case in point, last night I had an unpleasant dream where I crashed my car and it was totaled, I said to myself automatically "oh man, please let this be a dream, I need to wake up" and then I rolled over in bed and woke up. I do this same thing EVERY time I have a nightmare or unpleasant dream, seems to be a reflex. How can I train myself to NOT wake up automatically, and instead become lucid? It was incredibly frustrating last night because I did realize I was dreaming but then sabotaged it.

When i was younger i always used to wake myself up from nightmares, just by thinking 'Thats enough of that' followed by forcing my eyes open, only takes a second but worked everytime. Eventually i heard about Lucid Dreaming and read up on it. Now if i have a nightmare and i get to the point i want to wake myself up, i have that brief moment to think 'If im about to wake myself up, then it must be a dream,' and then im in control. I dont know how similarly this will work for you as you described it as more of a reflex but you need to get your mindset from 'Please let this be a dream, i need to wake up,' to 'This is a dream, im in total control.'
If you still struggle with this i would recommend practicing more with other dream signs. Spotting something less obvious or as shocking as a nightmare, will help you become lucid when you're still calm, hopefully this will stop you from waking. Best of luck!

Visualize and imagine such scenes and connect them for example with reality checks.

I used to do the same thing. Now, when something bad happens, I just endure it until sensory adaptation kicks in, the stimulus changes into something else, or I'll just confront the problem head-on (usually the best thing to do). Not sure how I conditioned myself to do it, but it helps if you have something you want to be doing in the dream.