That would be weird, having a dream within a lucid dream. And if that works, what happens if you take a nap in a dream within a dream within a dream? Surely somebody's done this. And lived to tell about it.
"4th Gate of Dreaming (Seeing): Arrived at when one is able to perceive the energetic essence of every dream item. Solved when one falls asleep in a dream, in the same position in which one has gone to sleep. Crossed when one wakes up in this reality, only not in the physical but in the energy body."
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