I would love to be able to do this consistently. I've done a handful of times when the timing was right and I knew that I was in a dream but able to stay basically asleep and control things. Admittedly, some of those dreams were outright stupid scenarios, but I am lucky to have had ones that were rather explicitly adult oriented, let's say. :)

Those are the ones you wish you could stay in for quite a while. I've seen some gadgetry every once in awhile that looks like a blindfold that pulses blinking lights when some sensor detects that you are in REM sleep. The idea is to gently wake you or alert you, but to to stay asleep. I've always wondered if those worked.

I'm curious to hear about your techniques.