Sleep paralysis was scary for me too when I used to get it. If you can calm yourself in mid paralysis you can also make yourself go back into a dream completely lucid. Trick is to calm before you wake too much.

Next time you're lucid immediately stop and take in your surrondings. Focus on one thing, your hands is good. That seems to stabalize dreams. Also rubbing your hands together will hold you in the dream longer if you can remember to do so.