In my own experience with Lucid Dreaming, I would always wake at this key moment because it was a new and exciting happening. For me, the best way to combat this was to keep myself from becoming overly excited at becoming lucid. (Which as you know is much easier said than done!) I would suggest maybe saying not only "I am Dreaming", but maybe something like "I am dreaming, and am calm". Do whatever you can to keep yourself relaxed and in control.

The other thing that may help you combat this problem is something that just happens with time. As you spend more time on this website, and spend more time thinking about lucid dreaming, and more time trying to become lucid, it will slowly become a bigger and more natural part of you. Because of this, your body may just stop waking you up naturally.

There is also a technique called spinning that is supposed to restore and stabilize your dream, however I am not very knowledgeable in that area, but would recommend talking to someone about anyways, because it is my understanding that it works very well! I just know that in its most basic sense, it involves spinning your dream body around, but I am not sure of any details.

Good luck!