I see u r mostly talking about staying in lucid dreams.

My 1rst lucid dreams occurred when i was really little around 7-8yo. I was always dreaming that someone was after me, chasing me, usually to the top of some building. I knew that i was dreaming but i wasn't able to wake up. And than I found out that when u die in dream u wake up. So each time i jumped of some building just to wake up. Believe me that wasn't a pleasure. Than I stopped dreaming(because i was waking up in the middle of the night crying-my neighbor told me to each time before i go to sleep to 3 times repeat out loud "when I go to sleep I will not dream").
I wasnt remembering many dreams since, until I started to get interested in it, and started witting them down.

Now I rarely have dreams that someone is chasing me. but this one started in another town. And I was driving a bicycle down a street. Than i somehow realized that it was a dream. And I don't know why but i wanted to wake up. I tried closing my eyes and opening them but that didint work. I tried hitting myself (i thought i would hit myself in bed and the pain would woke me up) but that didnt work either.
Than I tried to fly jumped slowly of bicycle and at first i was just floating a bit over the road and waving my hands like crazy I was going up and down. Than i managed to fly and i was flying above some fields i tried to change that but that didnt work. And after I was in some hotel and i was chasing people to tell me what time is it. I looked to maybe 4 watches and remembered just 2. All i know that all of them were showing different years and time.

So i think that wasn't complete lucid dream. because i could control just some parts of it.

and from than not one occurred

So i am interested in some ways to wake up when u realize that u r dreaming. Cause if I for some weird reason realize that I am dreaming when someone wants to kill me again and I cannot control full dream, i don't have freaking super ass kicking powers, Ill go crazy