More progress I think. This week I captured a shadow demon in my bathroom and told my wife not to worry because it was just a dream, then last night I was flying and then stopped to talk to someone and I explained that flying requires a lot of dream energy so I can only do it for a limited amount of time. Somehow, I didn't become lucid in either dream even though my dream self was aware that he wasn't in the real world. This sort of thing is getting more and more frequent. I figure it is a good step in the right direction and that as I continue my nonstop dream journaling, reading, reality checks, etc, it can only be a matter of time before it just clicks and I can make a more frequent entry into lucidity.
By the way, if you ever wondered what a shadow demon feels like, she feels like sleep paralysis on whatever you touch her with. Grab her and your hand will start vibrating and grow numb. Put her in a headlock and your whole arm and chest will vibrate and go numb. It is quite the experience. Just in case you ever wondered.