I had a somewhat similar experience to this, although not involving physical sensations, merely sight. Before fully awaking I would awake, then kind of pass back into a dream state, then awake again and so on all in a few seconds, with the image of several grey aliens standing over me around the bed. The transition between waking and sleep at those moments was very subtle. However I knew it wasn't real, and was even somewhat enjoying and excited by it in the same way people get excited while watching a horror movie or riding a roller coaster.